I read Difference between confidence intervals and prediction intervals and https://www.graphpad.com/support/faq/the-distinction-between-confidence-intervals-prediction-intervals-and-tolerance-intervals/
However, I still had some unsolved questions:
Confidence intervals tell you about how well you have determined the mean and Prediction intervals tell you where you can expect to see the next data point sampled.
However, from what I read from the textbook.(Applied Linear Statics Models) It seemed to indicate that: if I was to be working on the determination of the same set of data, I were to use the Confidence interval, and whenever I wanted to use data to "predict" a new set of data, I were to use prediction interval.
My question was that:
Does the usage of Confidence interval and Prediction Interval dependent on weather it's the same set of data or not? If so, what's the difference or caution?
