What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...
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 ...
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