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The expected value of a random variable; or a location measure for a sample.

3 votes
1 answer
285 views

Estimating the mean prediction

I want to estimate the mean prediction and a confidence interval for it at a certain level. I'm wondering what the best approach is to tackle this problem. … Should I compute a classic sample mean and a sample standard deviation from the predictions? Or would it be more accurate to compute a kind of pooled estimate using the individual standard errors? …
Mark Morrisson's user avatar