Table 2.

Uniform coverage rates and average maximal widths of confidence intervals from 200 replications using the confidence bands (4.2), (5.1), and the smoothed bands respectively, for 1 − α = 0.99.

n	σ	Ns	P̂	P̂naive	P̂smooth	W	Wnaive	Wsmooth
20	0.5	8	0.820	0.505	0.910	1.490	1.210	1.480
		12	0.930	0.765	0.955	1.644	1.363	1.628
	1.0	8	0.910	0.655	0.970	1.725	1.401	1.721
		12	0.960	0.820	0.985	1.937	1.606	1.928
50	0.5	44	0.990	0.960	0.990	1.651	1.522	1.609
	1.0	44	0.990	0.975	1.000	2.054	1.893	2.016