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 ...

You can use the CDFPLOT statement to fit any of six theoretical distributions (beta, exponential, gamma, lognormal, normal, and Weibull) and superimpose them on the cdf plot. The following statements ...