A nutritionist uses regression to predict weight loss (in pounds) after six weeks based on daily calorie intake. For a daily intake of $1800$ calories, the $95\%$ prediction interval for weight loss is $(3.5,8.9)$ pounds. What does this interval mean?

We are $95\%$ confident that the mean weight loss for all people consuming $1800$ calories daily is between $3.5$ and $8.9$ pounds.

We are $95\%$ confident that a single person consuming $1800$ calories will lose between $3.5$ and $8.9$ pounds.

$95\%$ of people consuming $1800$ calories daily will lose between $3.5$ and $8.9$ pounds.

There is a $95\%$ probability that any person will lose between $3.5$ and $8.9$ pounds.