Skip to main content
. Author manuscript; available in PMC: 2018 Sep 1.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2016 Sep 16;79(4):1037–1065. doi: 10.1111/rssb.12203

Table 1.

Values of P{∣N(0,1)∣≤z0.975⋅χn2∕n} for a range of n.

n 10 20 50 100 500 1000 5000
Coverage 87.5% 91.0% 93.3% 94.1% 94.8% 94.9% 95.0%