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 ...

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.

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 ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...