Which of the following statements about the prediction interval and the range it measures is true?

• A. Prediction interval quantifies the possible range for E(y|x).
• B. The training set MSE is generally an overestimate of the test MSE.
• C. Cp, AIC, BIC, and adjusted R-squared adjust the test error for the model size.
• D. Confidence interval quantifies the possible range for E(y|x).

Answer: (D)