Table 2.

Estimated CP (%), ML (%), MR (%), ML/(ML+MR) and DP (%) of the two-sided 95% CI when N=500, ρ=0 and λ₂=2 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	94.59	(4.59, 0.82)	0.85	1.97	94.78	(4.71, 0.51)	0.90	2.72	100	(0, 0)	—	0
	0.5	95.24	(2.12, 1.96)	0.52	1.10	96.20	(2.17, 0.86)	0.72	1.28	94.44	(0, 5.56)	0	0
	1	96.07	(1.39, 2.38)	0.37	1.14	97.78	(1.27, 0.73)	0.64	1.23	84.05	(0, 15.95)	0	0
	1.5	96.56	(0.99, 2.39)	0.29	0.90	98.37	(0.85, 0.72)	0.54	0.98	81.08	(0, 18.92)	0	0
	2	96.49	(0.01, 3.50)	0	0.43	98.37	(0.01, 1.62)	0.01	0.43	79.71	(0, 20.29)	0	0
0.3	0	94.88	(2.80, 2.32)	0.55	0.60	94.93	(2.79, 2.28)	0.55	0.61	98.10	(1.89, 0.01)	0.99	0
	0.5	95.01	(2.40, 2.54)	0.49	0.14	95.01	(2.40, 2.53)	0.49	0.15	99.13	(0.20, 0.67)	0.23	0
	1	95.15	(2.10, 2.71)	0.44	0.08	95.28	(2.09, 2.60)	0.45	0.09	96.37	(0, 3.63)	0	0
	1.5	94.81	(2.03, 3.14)	0.39	0.21	95.03	(2.05, 2.90)	0.41	0.22	92.51	(0, 7.49)	0	0
	2	94.88	(1.80, 3.32)	0.35	0.08	95.18	(1.78, 3.04)	0.37	0.08	91.80	(0, 8.20)	0	0