def METHOD_NAME(self, alpha=0.05):
    """
    Confidence interval construction for the predicted mean.
    This is currently only available for t and z tests.
    Parameters
    ----------
    alpha : float, optional
        The significance level for the prediction interval.
        The default `alpha` = .05 returns a 95% confidence interval.
    Returns
    -------
    pi : {ndarray, DataFrame}
        The array has the lower and the upper limit of the prediction
        interval in the columns.
    """
    se = self.se_mean
    q = self.dist.ppf(1 - alpha / 2.0, *self.dist_args)
    lower = self.predicted_mean - q * se
    upper = self.predicted_mean + q * se
    ci = np.column_stack((lower, upper))
    if self._use_pandas:
        return self._wrap_pandas(ci, columns=["lower", "upper"])
    return ci