Table 1.
95% normal approximation (Normal), bootstrap (BC) and empirical likelihood (EL) based confidence intervals for β = 1 along with the averages of the left (LE) and right endpoints (RE) of the confidence intervals, their average lengths (AL), and the associated coverage probabilities (CP) for the simulated data.
| Normal | BC | EL | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| n | CP(%) | LE | RE | AL | CP(%) | LE | RE | AL | CP(%) | LE | RE | AL |
| 80 | 93.0 | −0.568 | 2.889 | 3.457 | 97.0 | −0.547 | 2.904 | 3.451 | 96.0 | −0.604 | 2.823 | 3.427 |
| 100 | 97.0 | −0.563 | 2.493 | 3.056 | 96.5 | −0.541 | 2.415 | 2.955 | 95.0 | −0.514 | 2.468 | 2.982 |
| 120 | 97.0 | −0.352 | 2.384 | 2.736 | 97.0 | −0.362 | 2.385 | 2.747 | 94.5 | −0.295 | 2.398 | 2.692 |