© 1972 by Biometrika Trust
An approach to the construction of parametric confidence bands on cumulative distribution functions
Jefferson Medical College
Temple University
A method is developed for constructing a confidence band for a cumulative distribution function with known functional form. The band is derived using the maximum absolute difference between the true function and an estimator of it. The normal distribution with unknown mean and variance is treated in detail. The band derived in this case is found to be superior in certain instances to the one due to Kanofsky (1968a) with respect to the expected band width at selected points, and the expected maximum band width.
Key Words: Confidence band for cumulative distribution function Estimation Normal distribution