This paper compares a number of approximations used to estimate means and variances of continuous random variables and/or to serve as substitutes for the probability distributions of such variables, ...

It includes discrete and continuous random variables, their probability distributions and analytical and statistical methods for determining the mean, variance and higher order moments that ...

Previously suggested methods for constructing confidence bands for cumulative distribution functions have been based on the classical Kolmogorov-Smirnov test for an empirical distribution function.