Sample size $n+1$, sample mean = $X_{bar}$ (size = n), sample deviation = $S$ (size=n) How can we calculated confidence interval with 95% confidence, containing $X_{(n+1)}$ ?
If $E(X)=μ$, then $CI$ for $μ$ is $X_{bar} - t*S \sqrt n$, $X_{bar} + t*S\sqrt n$ as far as I think. However, I don't know exact way to find $CI$ for $X_{(n+1)}...$