Confidence Band - Other Applications of Confidence Bands

Other Applications of Confidence Bands

Confidence bands arise whenever a statistical analysis focuses on estimating a function.

For example, confidence bands can be constructed around estimates of the empirical distribution function. Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods .

Confidence bands have also been devised for estimates of density functions, spectral density functions, quantile functions, scatterplot smooths, survival functions, and characteristic functions.