Prediction Interval vs Confidence Interval

Both intervals measure uncertainty, but answer different questions:

Confidence Interval (CI): Uncertainty about the mean prediction — how well does the model estimate the average?
Prediction Interval (PI): Uncertainty about a single new observation — always wider than CI because it adds σ²

Formulas:

Rule: Wide PI → data is noisy. Narrow CI → model mean is stable.

Try it in the app

Try: Make a prediction near the edge of your data range → observe the wide PI vs the tighter CI shown in the prediction results.

Run this on your own data