Error of Prediction

A group of 20 people takes a memory span test. You are told that the mean memory span is 7.5 and are asked to predict each person's score. Since you know nothing about the individuals except that they are memebers of a group with a mean of 7.5, the best you can do is predict that each person will have a memory span of 7.5. Therefore, for each person in the group, the predicted score will be 7.5 and the error of prediction will be their score minus 7.5.

The errors of prediction will always have a mean of 0. One way to measure the accuracy of prediction is to compute the mean squared error of prediction. This measure of accuracy will be smaller when the mean is used as the prediction then it would be if any other measure (such as the median) were used as the predicted score. (Click here for a proof of this).

Each individual score can be thought of as consisting of the sum of two parts: the predicted score and the error of prediction. For example, if the mean were 4.0 and a particular score were 5.0 then the predicted score would be 4.0 and the error of prediction would be = 1.0.

How do the mean and median compare? Although the average squared error of prediction will be higher for predictions based on the median than on the mean, the average absolute value of the difference will be lower for the median than for any other number. (Click here for a proof of this).

Change the distribution in the applet and compare the error of prediction and squared errors of prediction for the mean and median.