Build a 95% lower and upper confidence bounds for the PDF and CDF?

Hello Friends,

I have been searching the reference documentation for many days now but could not find any hint yet to how to build a 95% lower and upper confidence bounds of a an empirical CDFor PDF corresponding to a given distribution.
I only found a ConfidenceLevel function that is dealing specifically with StudentTDistribution.

Please kindly advise.
Thank you.