Table 3.

Estimated coverage probabilities under the VST. The nominal level is 95%. (θ = 0.02)

K	ρ	n
		2	3	5
	0.3	0.947	0.941	0.945
	0.4	0.936	0.945	0.942
12	0.6	0.932	0.939	0.950
	0.7	0.937	0.938	0.935
	0.8	0.934	0.925	0.921
	0.3	0.951	0.951	0.954
	0.4	0.942	0.943	0.943
25	0.6	0.940	0.946	0.934
	0.7	0.940	0.941	0.920
	0.8	0.939	0.934	0.909
	0.3	0.948	0.947	0.935
	0.4	0.941	0.945	0.948
50	0.6	0.939	0.952	0.947
	0.7	0.939	0.944	0.949
	0.8	0.941	0.931	0.908
	0.3	0.951	0.953	0.956
	0.4	0.948	0.947	0.951
75	0.6	0.950	0.945	0.944
	0.7	0.936	0.931	0.931
	0.8	0.937	0.930	0.912