% 
% Written by:
% -- 
% John L. Weatherwax                2009-04-21
% 
% email: wax@alum.mit.edu
% 
% Please send comments and especially bug reports to the
% above email address.
% 
%-----

close all; drawnow; clear functions; 
rehash; 
clc; 

theta_hat = 0.6; 

percent    = 0.95;
alpha      = 1 - percent; 
u_lambda_2 = norminv( 1-alpha/2, 0, 1 );   % <- the "percent" point of the standard normal 

% all forecasts are the same: 
z_101_l = 26; 
ls = 0:8;                                  % <- this is the value of l - 1 
stds = u_lambda_2 * ( 1 + ls * ( 1-theta_hat )^2 ).^(1/2); 

[ [0:8] + 1; z_101_l - stds; z_101_l + stds ]