Question: (Computer Experiment.) Generate 100 observations from a N(0,1) dis- tribution. Compute a 95 percent confidence band for the CDF F (as described in the

(Computer Experiment.) Generate 100 observations from a N(0,1) dis- tribution. Compute a 95 percent confidence band for the C

(Computer Experiment.) Generate 100 observations from a N(0,1) dis- tribution. Compute a 95 percent confidence band for the CDF F (as described in the appendix). Repeat this 1000 times and see how often the confidence band contains the true distribution function. Repeat us- ing data from a Cauchy distribution.

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