Optimal distribution-free confidence bands for a distribution function.

Distribution-free confidence bands for a distribution function are typically obtained by inverting a distribution-free hypothesis test. We propose an alternate strategy in which the upper and lower bounds of the confidence band are chosen to minimize a narrowness criterion. We derive necessary and s...

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Bibliographic Details
Main Author: Frey, Jesse.
Format: Villanova Faculty Authorship
Published: 2008
Online Access:http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:176382