Table 1.

Estimated CP (%), ML (%), MR (%), ML/(ML+MR) and DP (%) of the two-sided 95% CI when N=500, ρ=0 and λ₂=1.5 for the LR, Fieller’s and delta methods

		LR				Fieller				Delta
p	γ	CP	(ML, MR)	$\frac{\text{ML}}{\text{ML+MR}}$	DP	CP	(ML, MR)	$\frac{\text{ML}}{\text{ML+MR}}$	DP	CP	(ML, MR)	$\frac{\text{ML}}{\text{ML+MR}}$	DP
0.1	0	94.75	(4.78, 0.47)	0.91	1.96	94.93	(4.89, 0.18)	0.96	2.28	100	(0, 0)	—	0
	0.5	95.78	(1.49, 1.65)	0.47	1.44	96.81	(1.58, 0.62)	0.72	1.49	95.72	(0, 4.28)	0	0
	1	96.13	(0.90, 2.33)	0.28	1.82	98.18	(0.73, 0.60)	0.55	1.82	79.38	(0, 20.62)	0	0
	1.5	96.39	(0.64, 2.84)	0.18	1.69	98.72	(0.37, 0.75)	0.33	1.85	70.83	(0, 29.17)	0	0
	2	96.68	(0, 3.32)	0	2.35	98.99	(0, 1.01)	0	2.49	67.71	(0, 32.29)	0	0
0.3	0	94.72	(3.88, 1.40)	0.73	1.27	94.75	(3.87, 1.38)	0.74	1.31	99.22	(0.78, 0)	1	0
	0.5	95.21	(2.45, 1.96)	0.56	0.73	95.25	(2.44, 1.93)	0.56	0.73	99.75	(0.02, 0.23)	0.08	0
	1	94.77	(1.99, 2.85)	0.41	0.69	94.88	(1.98, 2.78)	0.42	0.65	96.70	(0, 3.30)	0	0
	1.5	95.22	(1.26, 3.33)	0.27	0.88	95.39	(1.25, 3.14)	0.28	0.91	92.29	(0, 7.71)	0	0
	2	94.72	(0.37, 4.91)	0.07	1.29	95.16	(0.34, 4.50)	0.07	1.36	88.11	(0, 11.89)	0	0