Table 1.

Simulation: empirical coverage probability under Case 1. (SS, FR, Cor) = (sample size, failure rate, correlation structure). Targeted coverage is 95%.

Proposed
(SS, FR, Cor)	MCP	LASSO	Oracle	Only.X
(450, 60%, Ind)	0.955	0.922	0.950	0.790
(300, 90%, Ind)	0.938	0.935	0.968	0.935
(300, 60%, Ind)	0.943	0.838	0.940	0.863
(450, 60%, AR)	0.945	0.970	0.885	0.818
(300, 90%, AR)	0.922	0.955	0.945	0.897
(300, 60%, AR)	0.943	0.943	0.902	0.905
(450, 60%, CS)	0.965	0.968	0.940	0.938
(300, 90%, CS)	0.892	0.907	0.978	0.887
(300, 60%, CS)	0.910	0.917	0.897	0.938