Table 3.
95% credible interval coverage for change points in scenarios with low (0.30), medium (0.38) and high (0.45) error variances () (2 trials each).
| Variance of the error terms | ||||||
|---|---|---|---|---|---|---|
| 0.30 | 0.38 | 0.45 | ||||
| 0.015 | 0.585 | 0.585 | 0.523 | 0.492 | 0.462 | 0.492 |
| 0.020 | 0.631 | 0.615 | 0.554 | 0.523 | 0.508 | 0.569 |
| 0.025 | 0.662 | 0.631 | 0.554 | 0.523 | 0.585 | 0.600 |
| 0.030 | 0.677 | 0.677 | 0.615 | 0.554 | 0.600 | 0.631 |
| 0.040 | 0.723 | 0.723 | 0.662 | 0.631 | 0.615 | 0.615 |
| 0.050 | 0.754 | 0.692 | 0.692 | 0.692 | 0.677 | 0.646 |
| 0.060 | 0.754 | 0.708 | 0.692 | 0.692 | 0.646 | 0.646 |
| 0.080 | 0.754 | 0.754 | 0.677 | 0.738 | 0.692 | 0.677 |
| 0.100 | 0.785 | 0.785 | 0.692 | 0.754 | 0.723 | 0.692 |
| 0.120 | 0.769 | 0.815 | 0.708 | 0.738 | 0.769 | 0.708 |
| 0.150 | 0.769 | 0.815 | 0.723 | 0.738 | 0.738 | 0.692 |
| 0.200 | 0.785 | 0.877 | 0.723 | 0.738 | 0.769 | 0.677 |
| 0.250 | 0.785 | 0.862 | 0.662 | 0.738 | 0.754 | 0.708 |
| 0.300 | 0.769 | 0.862 | 0.708 | 0.738 | 0.738 | 0.692 |
| 0.400 | 0.769 | 0.862 | 0.677 | 0.708 | 0.708 | 0.708 |
| 0.600 | 0.785 | 0.831 | 0.708 | 0.738 | 0.692 | 0.708 |