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. Author manuscript; available in PMC: 2010 Dec 1.
Published in final edited form as: J Am Stat Assoc. 2009 Dec 1;104(488):1631–1645. doi: 10.1198/jasa.2009.tm09055

Table 1.

Asymptotic Relative Efficiency

Error Normal Laplace t3 Exponential Log N Cauchy
φ 0.9638 1.3832 1.6711 2.4082 4.9321 ∞
ψ 0.9671 1.3430 1.5949 2.2233 4.2661 ∞