Table 2.

Confidence intervals with level a = 95%. Empirical coverage probabilities are reported for the normal approximation confidence interval I_NA(a), the naive bootstrap intervals I_Boot,1(a) and I_Boot,2(a), and the random weighted bootstrap intervals I_RWB,1(a) and I_RWB,2(a). We take γ = 3 or 1/3, σ = 1, G ~ N(0,1), and θ = 0.9 in (1.2).

(n, p, γ)	INA(0.95)	IBoot,1(0.95)	IBoot,2(0.95)	IRWB,1(0.95)	IRWB,2(0.95)
(500,0.01,3)	0.7931	0.8928	0.9523	0.8806	0.9508
(500,0.001,3)	0.6817	0.8718	0.9512	0.8393	0.9479
(1200,0.01,3)	0.8538	0.9184	0.9491	0.9130	0.9489
(1200,0.001,3)	0.7626	0.9075	0.9480	0.8932	0.9486
(2500,0.01,3)	0.8908	0.9359	0.9480	0.9306	0.9486
(2500,0.001,3)	0.8102	0.9316	0.9478	0.9173	0.9483
(500,0.01,1/3)	0.9008	0.9102	0.9490	0.9126	0.9483
(500,0.001,1/3)	0.7852	0.7631	0.9655	0.7162	0.9607
(1200,0.01,1/3)	0.9235	0.9301	0.9520	0.9274	0.9524
(1200,0.001,1/3)	0.8396	0.8253	0.9572	0.7986	0.9567
(2500,0.01,1/3)	0.9375	0.9408	0.9485	0.9399	0.9491
(2500,0.001,1/3)	0.8838	0.8843	0.9519	0.8608	0.9532