ABSTRACT
As we have seen in the main part of this book, the critical constant c of a 1−α simultaneous confidence band can be expressed as the 100(1−α) percentile of a random variable S, and this population percentile can be approximated by the sample percentile by using simulation. We first simulate R independent replicates S1, · · · ,SR of the random variable S, and then use the 〈(1−α)R〉th largest Si, cˆ, as an approximation to the exact critical constant c.
