Question

Generate a hundred data points from the standard normal distribution and plot an empirical cumulative distribution...

Generate a hundred data points from the standard normal distribution and plot an empirical cumulative distribution function with a 95% confidence band.

Now plot the actual cumulative distribution and note how many times it goes outside the confidence band.

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Answer #1

R codes

> points = rnorm(100)   ##hundred data points from the standard normal distribution
> confidence_band = quantile(points, c(.025,.975))   ##95% confidence band
> plot.ecdf(points)    ##plot an empirical cumulative distribution function
> abline(v=confidence_band)

ecdf(x) -2 2

> cdf = pnorm(points)
> plot(points,cdf)

8 1 2 -1 0 2 points

It goes two times outside the actual confidence band.

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