TABLE 4.

Simulations under Scenario 2 (banana-shaped data)

	z	Corrected z	Bayesian
n = 15	0.092	0.85	0.94
n = 30	0.15	0.92	0.95
n = 60	0.61	0.96	0.95
n = 120	0.96	0.97	0.95

Entries as in Table 2. In all cases, the Bayesian technique provides accurate coverage probability with much less varibility across datasets.