Table 4.

Application to the breast cancer data with α = 0.05 over 100 repetitions. Reported are the mean and one estimated standard deviation of the empirical coverage on the testing benign data and the malignant data.

method	${\widehat{C}}^{\left(\alpha \right)}$	$L_n^{-}$	$L_n^{+}$
test sample coverage	0.9514 ± 0.0012	0.9488 ± 0.0012	0.9534 ± 0.0013
malignant data coverage	0.0141 ± 0.0002	0.0044 ± 0.0001	0.0420 ± 0.0004