Plots of confidence bands (4.2) (upper and lower solid lines), pointwise confidence intervals (upper and lower dashed lines), the spline estimator (middle thin line), and the true function (middle thick line): (a) 1 − α = 0.95, n = 20, (b) 1 − α = 0.95, n = 50, (c) 1 − α = 0.99, n = 20,(d) 1 − α = 0.99, n = 50.