Table 1. The coverage probabilities and average lengths of 95% two-sided confidence intervals for the percentile of Birnbaum-Saunders distribution.

$n$	$p$	$\alpha$	Coverage probability (Average length)
			$C{I}_{\theta .GCI}$	$C{I}_{\theta .B}$	$C{I}_{\theta .Baye}$	$C{I}_{\theta .HPD}$
10	0.50	0.10	0.9494 (0.1388)	0.9008 (0.1130)	0.9354 (0.1294)	0.9320 (0.1281)
		0.25	0.9514 (0.3503)	0.8952 (0.2842)	0.9356 (0.3261)	0.9284 (0.3217)
		0.50	0.9490 (0.7066)	0.9020 (0.5630)	0.9334 (0.6552)	0.9330 (0.6386)
		0.75	0.9474 (1.0770)	0.9026 (0.8353)	0.9320 (0.9837)	0.9290 (0.9434)
		1.00	0.9484 (1.4662)	0.9044 (1.0969)	0.9340 (1.3028)	0.9352 (1.2265)
30	0.50	0.10	0.9498 (0.0738)	0.9298 (0.0689)	0.9424 (0.0721)	0.9412 (0.0715)
		0.25	0.9480 (0.1840)	0.9296 (0.1718)	0.9428 (0.1801)	0.9382 (0.1784)
		0.50	0.9510 (0.3628)	0.9342 (0.3369)	0.9466 (0.3543)	0.9436 (0.3498)
		0.75	0.9462 (0.5350)	0.9280 (0.4917)	0.9396 (0.5177)	0.9358 (0.5088)
		1.00	0.9526 (0.6948)	0.9408 (0.6287)	0.9496 (0.6623)	0.9466 (0.6475)
50	0.50	0.10	0.9422 (0.0564)	0.9308 (0.0540)	0.9400 (0.0556)	0.9352 (0.0552)
		0.25	0.9488 (0.1408)	0.9372 (0.1349)	0.9446 (0.1388)	0.9436 (0.1376)
		0.50	0.9490 (0.2754)	0.9398 (0.2625)	0.9460 (0.2711)	0.9438 (0.2681)
		0.75	0.9490 (0.4035)	0.9356 (0.3812)	0.9446 (0.3937)	0.9426 (0.3884)
		1.00	0.9512 (0.5232)	0.9382 (0.4869)	0.9444 (0.5027)	0.9432 (0.4946)
100	0.50	0.10	0.9560 (0.0396)	0.9466 (0.0385)	0.9506 (0.0392)	0.9486 (0.0389)
		0.25	0.9472 (0.0982)	0.9374 (0.0957)	0.9452 (0.0974)	0.9414 (0.0966)
		0.50	0.9526 (0.1925)	0.9438 (0.1869)	0.9490 (0.1903)	0.9462 (0.1885)
		0.75	0.9486 (0.2804)	0.9442 (0.2704)	0.9500 (0.2754)	0.9476 (0.2724)
		1.00	0.9520 (0.3595)	0.9428 (0.3419)	0.9494 (0.3481)	0.9454 (0.3440)

Note:

Bold font means the confidence interval with coverage probability greater than or equal to 0.95 and the shortest average length.