Table 3.

Coverage probabilities of 95% CIs for the mean for small values of θ.

$\mu =5$
n	$\theta =.025$		$\theta =.075$		$\theta =.20$		$\theta =.40$
	Wald	M-Wald	Wald	M-Wald	Wald	M-Wald	Wald	M-Wald
10	.625	.650	.665	.699	.758	.801	.812	.858
20	.600	.613	.724	.741	.815	.837	.868	.890
30	.634	.642	.763	.775	.854	.866	.894	.909
40	.654	.662	.793	.802	.865	.877	.904	.914
50	.690	.697	.814	.822	.887	.895	.911	.919
60	.713	.718	.830	.836	.892	.900	.918	.925
70	.741	.746	.850	.856	.897	.904	.920	.926
80	.748	.752	.852	.857	.909	.914	.922	.928
90	.756	.760	.866	.871	.908	.913	.924	.927