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. 2022 Jan 4;50(11-12):2599–2623. doi: 10.1080/02664763.2021.2019687

Table 2.

The empirical coverage probability and average length of 95% confidence interval of π0 based on exact method, delta method, nonparametric bootstrap, and hybrid bootstrap; N = 3324.

          H Bootstrap
          p0=pˆ
π0 q0 Exact method CovP (Length) Delta method CovP (Length) Bootstrap CovP (Length) CovP (Length)
1.2 97.0 0.969 (0.022) 0.956 (0.020) 0.953 (0.022) 0.969 (0.021)
1.2 98.0 0.971 (0.020) 0.956 (0.018) 0.955 (0.019) 0.954 (0.019)
1.2 98.4 0.967 (0.018) 0.952 (0.017) 0.952 (0.017) 0.953 (0.017)
1.2 98.6 0.965 (0.017) 0.950 (0.016) 0.948 (0.016) 0.952 (0.017)
1.2 98.8 0.964 (0.017) 0.954 (0.015) 0.952 (0.015) 0.956 (0.016)
1.2 99.0 0.959 (0.016) 0.947 (0.014) 0.945 (0.014) 0.953 (0.015)
1.2 99.2 0.960 (0.015) 0.950 (0.013) 0.948 (0.013) 0.946 (0.014)
1.2 99.4 0.962 (0.013) 0.952 (0.012) 0.951 (0.012) 0.938 (0.013)
1.2 99.6 0.963 (0.012) 0.953 (0.011) 0.951 (0.011) 0.943 (0.011)
1.2 99.8 0.965 (0.011) 0.957 (0.010) 0.955 (0.010) 0.939 (0.010)
1.2 99.9 0.955 (0.010) 0.948 (0.009) 0.952 (0.009) 0.945 (0.009)
1.2 100.0 0.943 (0.009) 0.943 (0.008) 0.945 (0.008) 0.923 (0.008)