Often neither the exact density nor the exact cumulative distribution function (c.d.f.) of a statistic of interest is available in the statistics and econometrics literature (e.g., the maximum ...

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 ...

A P-P plot compares the empirical cumulative distribution function of a data set with a specified theoretical cumulative distribution function F(·). A Q-Q plot compares the quantiles of a data ...