The confidence interval for the mean of Y is always narrower than the prediction interval for an individual response Y given the same data set, X value, and confidence level.

Question

Quizplus · Accepted Answer

The confidence interval estimates the range where the true mean of Y is likely to be found for a given X value and is generally narrower because it accounts for less variability than the prediction interval, which estimates the range where individual responses Y are likely to fall, incorporating both the error in estimating the mean of Y and the additional variability of individual Y values around that mean.

The Confidence Interval for the Mean of Y Is Always