The inference methodologies discussed in this paper can be extended to situations where m1
potential future observations at x∗
1 and m2 potential future observations at x∗
2 are considered. Let ¯ Y∗
1
and ¯ Y∗
2 be the averages of these potential future observations. The prediction interval in Eq. (2) can be
extended to a prediction interval for ¯ Y∗
1 − ¯ Y∗
2 by replacing the 2 inside the square root by 1/m1+1/m2