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It's called a 2-sided 95% Prediction Interval. Like the Prediction Interval in a regression. In general, you can work out a (2-sided) 95% prediction interval for a variable X with any distribution by excluding the values x for which P(X <= x) <= 0.025 P(X >= x) <= 0.025 If X is continuous, the limits of the interval are the values x1 and x2 such that P(X <= x1) = 0.025 P(X >= x2) = 0.025 If X is normal, x1 = mean - 2sd, x2 = mean + 2sd (approximately). ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ Rodney Carr School of Management Information Systems Deakin University PO Box 423 Warrnambool VIC 3280 Australia email: [log in to unmask] phone: + 61 3 5563 3458 mobile: 0417 307 692 fax: + 61 3 5563 3320 www: http://www.man.deakin.edu.au/rodneyc -----Original Message----- From: tra [SMTP:[log in to unmask]] Sent: Wednesday, September 13, 2000 10:00 PM To: [log in to unmask] Subject: QUERY: Confidence interval for individual measurements. A 95% confidence interval for a population mean is well known and often calculated as approximately mean +/- 2*(standard-error-of-the-mean). My question is, what is the most common and easily understood term for an interval with end-points mean +/- 2*SD which will contain 95% of the individual values of a population. The ends of the interval are estimates of the 2.5 and 97.5 percentiles of the distribution. Thanks Tim -- T R Auton PhD MSc C.Math Head of Biomedical Statistics Protherics Molecular Design Ltd Beechfield House Lyme Green Business Park Macclesfield Cheshire SK11 0JL UK email: [log in to unmask] %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%