A prediction interval on k future observations is an interval which is said to contain the values of all k such observations with a specified probability based on the results of a past sample of n ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

Easily computed estimates of the mean and variance of a Normal distribution obtained from samples which are truncated or censored are described. The estimates require only a single auxiliary function ...