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This paper presents an approach for constructing prediction intervals for any given distribution. The approach is based on the principle of fiducial inference. We use several examples, including the normal, binomial, gamma, and Weibull distributions, to illustrate the proposed procedure.
Wang, C.
, Hannig, J.
and Iyer, H.
(2012),
Fiducial Prediction Intervals, Technometrics, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=905933
(Accessed May 31, 2023)