In reply to Ksharp.

Thanks for the code. Sorry if I wasn't clear. I know how to create a band plot. When I wrote that "the BAND statement is designed for continuous curves," I meant that the BAND statement displays a piecewise linear connection between adjacent points, just as the SERIES statement does. In contrast, the STEP statement displays a piecewise CONSTANT connection, and therefore is a better way to represent an ECDF and its confidence bands.