  Based on a progressively type-II censored sample from the exponential
distribution with unknown location and scale parameter, confidence bands are
proposed for the underlying distribution function by using confidence regions
for the parameters and Kolmogorov-Smirnov type statistics. Simple explicit
representations for the boundaries and for the coverage probabilities of the
confidence bands are analytically derived, and the performance of the bands is
compared in terms of band width and area by means of a data example. As a
by-product, a novel confidence region for the location-scale parameter is
obtained. Extensions of the results to related models for ordered data, such as
sequential order statistics, as well as to other underlying location-scale
families of distributions are discussed.
