Before revision:  Analytical and jackknife corrections for the empirical distribution are derived that recenter the limit distribution and yield confidence intervals with correct coverage in large samples.
After revision:  The leading bias in the empirical quantile function is equally obtained. These calculations are new in the literature, where only results on smooth functionals such as the mean and variance have been derived. Given a closed-form expression for the bias, bias-corrected estimator of the distribution function and quantile function can be constructed. We provide both analytical and jackknife corrections that recenter the limit distribution and yield confidence intervals with correct coverage in large samples.