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David Harper is the CEO and founder of Bionic Turtle. He is also a published author with a popular YouTube channel on expert finance topics. Almost regardless of your view about the predictability or ...
Previously suggested methods for constructing confidence bands for cumulative distribution functions have been based on the classical Kolmogorov-Smirnov test for an empirical distribution function.
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 ...