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. Author manuscript; available in PMC: 2014 Jan 1.
Published in final edited form as: Commun Stat Simul Comput. 2012 Dec 12;42(6):1213–1234. doi: 10.1080/03610918.2012.661906

Table 5.

Confidence interval simulation on t+*. CI coverage probability and width on t+* by the five methods (N, TN, EMP, KS and KS-SJ) based on 500 simulated datasets and 500 bootstrap samples.

Scenario # of Obs 20 20 20 20 50 50 50 50 100 100 100 100 200 200 200 200
Youden 0.5 0.6 0.7 0.8 0.5 0.6 0.7 0.8 0.5 0.6 0.7 0.8 0.5 0.6 0.7 0.8
Normal Coverage Prob.
N-delta 0.924 0.922 0.932 0.922 0.936 0.94 0.934 0.934 0.942 0.944 0.948 0.944 0.948 0.942 0.944 0.95
N 0.93 0.926 0.908 0.894 0.922 0.948 0.928 0.922 0.938 0.944 0.942 0.934 0.936 0.93 0.942 0.942
TN 0.916 0.93 0.93 0.918 0.942 0.948 0.928 0.934 0.936 0.942 0.952 0.938 0.932 0.938 0.942 0.944
EMP 0.904 0.912 0.926 0.912 0.892 0.912 0.92 0.934 0.854 0.908 0.918 0.928 0.858 0.88 0.888 0.916
KS 0.942 0.944 0.944 0.904 0.96 0.936 0.948 0.94 0.936 0.95 0.95 0.944 0.946 0.95 0.964 0.958
KS-SJ 0.932 0.934 0.928 0.908 0.958 0.942 0.948 0.942 0.938 0.944 0.954 0.946 0.944 0.948 0.958 0.958
Coverage Width
N-delta 1.2991 0.8869 0.8312 1.1987 0.7953 0.5528 0.5260 0.7604 0.5547 0.3872 0.3702 0.5368 0.3907 0.2725 0.2610 0.3792
N 1.2123 0.8723 0.8381 1.1931 0.7704 0.5473 0.5271 0.7519 0.5411 0.3810 0.3665 0.5275 0.3862 0.2697 0.2593 0.3739
TN 1.3441 1.0216 0.9233 1.2836 0.9068 0.6977 0.6098 0.8007 0.6359 0.4886 0.4241 0.5532 0.4378 0.3308 0.2895 0.3885
EMP 1.4494 1.1249 1.0136 1.3439 0.8559 0.6164 0.5908 0.8160 0.5253 0.3859 0.3811 0.5426 0.3507 0.2568 0.2486 0.3607
KS 1.9313 1.3681 1.1570 1.3668 1.3315 0.9001 0.7734 0.8998 0.9771 0.6589 0.5658 0.6528 0.7208 0.4860 0.4127 0.4852
KS-SJ 1.9497 1.4512 1.2294 1.4462 1.4019 0.9869 0.8502 0.9751 1.0418 0.7356 0.6258 0.7128 0.7800 0.5379 0.4520 0.5279

Log-Normal Coverage Prob.
N-delta 0.362 0.25 0.42 0.656 0.04 0.018 0.118 0.616 0.002 0 0.02 0.606 0 0 0 0.566
N 0.77 0.662 0.798 0.774 0.26 0.142 0.414 0.874 0.03 0.006 0.102 0.902 0 0 0 0.886
TN 0.928 0.934 0.926 0.906 0.938 0.95 0.936 0.924 0.932 0.946 0.948 0.936 0.934 0.94 0.946 0.94
EMP 0.83 0.686 0.746 0.758 0.584 0.512 0.514 0.768 0.464 0.446 0.432 0.674 0.372 0.31 0.354 0.546
KS 0.936 0.88 0.85 0.764 0.944 0.852 0.782 0.862 0.916 0.806 0.716 0.878 0.918 0.78 0.648 0.874
KS-SJ 0.932 0.894 0.878 0.694 0.944 0.922 0.882 0.794 0.93 0.93 0.922 0.856 0.926 0.924 0.9 0.904
Coverage Width
N-delta 0.3890 0.3602 0.3767 0.4104 0.2310 0.2299 0.2411 0.2594 0.1614 0.1630 0.1707 0.1830 0.1144 0.1160 0.1213 0.1297
N 0.6028 0.5633 0.5791 0.6222 0.4045 0.4081 0.4284 0.4597 0.3003 0.3092 0.3240 0.3477 0.2324 0.2382 0.2495 0.2674
TN 0.7330 0.5650 0.5182 0.6606 0.4523 0.3648 0.3372 0.4085 0.3082 0.2575 0.2378 0.2833 0.2164 0.1837 0.1687 0.2000
EMP 1.0834 0.5405 0.5097 0.5773 0.4275 0.4086 0.3571 0.3567 0.3413 0.3289 0.2846 0.2207 0.2545 0.2146 0.1900 0.1275
KS 0.8672 0.7114 0.6539 0.6439 0.5991 0.5024 0.4913 0.4773 0.4495 0.3828 0.3788 0.3821 0.3441 0.2798 0.2872 0.3218
KS-SJ 0.8648 0.7091 0.6394 0.6329 0.6616 0.5272 0.4856 0.4466 0.5328 0.4150 0.3827 0.3497 0.4253 0.3232 0.2901 0.2972

Gamma Coverage Prob.
N-delta 0.468 0.45 0.668 0.684 0.076 0.084 0.404 0.664 0.006 0 0.19 0.6 0 0 0.044 0.534
N 0.75 0.724 0.882 0.694 0.21 0.28 0.712 0.754 0.008 0.032 0.482 0.744 0 0 0.136 0.726
TN 0.918 0.922 0.916 0.948 0.942 0.936 0.936 0.944 0.94 0.932 0.954 0.952 0.936 0.91 0.93 0.934
EMP 0.91 0.846 0.874 0.752 0.826 0.72 0.736 0.746 0.79 0.666 0.652 0.654 0.848 0.722 0.572 0.628
KS 0.936 0.924 0.908 0.71 0.908 0.896 0.89 0.844 0.9 0.904 0.856 0.906 0.902 0.906 0.84 0.91
KS-SJ 0.932 0.932 0.908 0.666 0.934 0.956 0.936 0.8 0.928 0.962 0.932 0.828 0.934 0.952 0.942 0.898
Coverage Width
N-delta 0.1341 0.1183 0.1422 0.1977 0.0777 0.0757 0.0917 0.1258 0.0539 0.0536 0.0650 0.0888 0.0378 0.0379 0.0460 0.0628
N 0.1518 0.1500 0.1858 0.2550 0.0950 0.1045 0.1324 0.1823 0.0670 0.0776 0.0992 0.1369 0.0479 0.0560 0.0715 0.0993
TN 0.1769 0.1536 0.1743 0.3846 0.1121 0.1028 0.1143 0.2119 0.0757 0.0682 0.0769 0.1409 0.0525 0.0469 0.0533 0.0984
EMP 0.2106 0.1745 0.1812 0.2541 0.1580 0.1301 0.1199 0.1608 0.1289 0.1019 0.0922 0.1085 0.1143 0.0886 0.0753 0.0727
KS 0.2346 0.2090 0.2259 0.2704 0.1624 0.1469 0.1644 0.2174 0.1180 0.1085 0.1217 0.1810 0.0912 0.0808 0.0916 0.1499
KS-SJ 0.2346 0.2135 0.2224 0.2592 0.1763 0.1586 0.1665 0.1980 0.1366 0.1215 0.1270 0.1623 0.1095 0.0943 0.1001 0.1415