Table 2.

Coverage probabilities and (expected widths) of 95% CIs for the mean (large samples).

	Wald	M-Wald	Likelihood	Score	Wald	M-Wald-1	Likelihood	Score
$\mu =3$
n	$\theta =.5$				$\theta =1$
100	.927(1.76)	.932(1.80)	.932(1.79)	.946(1.94)	.937(1.34)	.942(1.37)	.938(1.34)	.947(1.40)
125	.936(1.58)	.940(1.61)	.939(1.60)	.948(1.71)	.938(1.20)	.942(1.22)	.941(1.20)	.948(1.24)
150	.937(1.45)	.940(1.47)	.941(1.46)	.947(1.54)	.943(1.10)	.945(1.11)	.944(1.10)	.948(1.13)
175	.940(1.34)	.943(1.36)	.944(1.35)	.947(1.41)	.949(1.02)	.951(1.03)	.948(1.02)	.948(1.04)
200	.940(1.25)	.941(1.26)	.942(1.26)	.951(1.31)	.942(0.95)	.950(0.96)	.942(0.95)	.951(0.97)
n	$\theta =4$				$\theta =10$
100	.943(0.89)	.948(.911)	.942(.899)	.946(.901)	.948(.778)	.952(.793)	.947(.775)	.945(.779)
125	.947(.801)	.950(.813)	.946(.799)	.946(.806)	.947(.693)	.950(.704)	.947(.691)	.948(.694)
150	.942(.731)	.945(.741)	.942(.730)	.944(.735)	.949(.632)	.952(.641)	.949(.631)	.948(.633)
175	.945(.677)	.948(.685)	.945(.676)	.948(.680)	.951(.585)	.953(.591)	.951(.584)	.951(.585)
200	.948(.633)	.949(.639)	.947(.633)	.948(.636)	.945(.546)	.949(.552)	.945(.545)	.945(.547)
$\mu =10$
n	$\theta =.5$				$\theta =1$
100	.936(5.59)	.941(5.70)	.942(5.66)	.950(6.14)	.939(4.07)	.943(4.16)	.942(4.09)	.951(4.25)
125	.935(5.02)	.938(5.10)	.940(5.07)	.946(5.40)	.943(3.64)	.945(3.70)	.948(3.77)	.945(3.66)
150	.934(4.58)	.937(4.64)	.938(4.63)	.947(4.88)	.942(3.33)	.945(3.37)	.950(3.43)	.948(3.34)
175	.937(4.24)	.939(4.29)	.942(4.27)	.951(4.47)	.946(3.08)	.948(3.12)	.948(3.16)	.946(3.09)
200	.940(3.98)	.942(4.01)	.943(4.00)	.949(4.16)	.944(2.89)	.946(2.92)	.947(2.95)	.945(2.90)
n	$\theta =4$				$\theta =10$
100	.945(2.30)	.950(2.35)	.946(2.30)	.948(2.32)	.948(1.74)	.952(1.78)	.947(1.74)	.947(1.74)
125	.947(2.06)	.951(2.10)	.947(2.06)	.950(2.08)	.947(1.56)	.951(1.59)	.947(1.56)	.946(1.56)
150	.945(1.88)	.948(1.91)	.945(1.88)	.947(1.89)	.946(1.42)	.948(1.44)	.945(1.42)	.946(1.42)
175	.952(1.74)	.953(1.76)	.952(1.74)	.950(1.75)	.948(1.32)	.951(1.33)	.948(1.32)	.947(1.32)
200	.947(1.63)	.950(1.65)	.947(1.63)	.948(1.64)	.949(1.23)	.951(1.24)	.948(1.23)	.949(1.23)