Coverage
Lower
Upper
Method
proportion
error
error
50
10
10
Central Limit Theorem
0.9135
0.0284
0.0581
Bootstrap (B = 5000)
0.8998
0.0383
0.0614
Back-transformation
0.9403
0.0131
0.0466
Wald
0.9030
0.0315
0.0655
Third order
0.9485
0.0262
0.0253
50
Central Limit Theorem
0.9405
0.0220
0.0375
Bootstrap (B = 5000)
0.9433
0.0222
0.0351
Back-transformation
0.8910
0.0048
0.1042
Wald
0.9386
0.0228
0.0386
Third order
0.9483
0.0257
0.0260
200
Central Limit Theorem
0.9490
0.0227
0.0283
Bootstrap (B = 5000)
0.9473
0.0222
0.0305
Back-transformation
0.7097
0.0002
0.2901
Wald
0.9489
0.0227
0.0284
Third order
0.9463
0.0292
0.0245
75
20
10
Central Limit Theorem
0.9093
0.0245
0.0662
Bootstrap (B = 5000)
0.8974
0.0348
0.0678
Back-transformation
0.9335
0.0108
0.0537
Wald
0.8982
0.0279
0.0739
Third order
0.9482
0.0265
0.0253
50
Central Limit Theorem
0.9382
0.0211
0.0407
Bootstrap (B = 5000)
0.9429
0.0201
0.0370
Back-transformation
0.8495
0.0025
0.1480
Wald
0.9376
0.0206
0.0418
Third order
0.9493
0.0249
0.0258
200
Central Limit Theorem
0.9490
0.0215
0.0295
Bootstrap (B = 5000)
0.9471
0.0219
0.0310
Back-transformation
0.5434
0.0001
0.4565
Wald
0.9487
0.0215
0.0298
Third order
0.9494
0.0264
0.0242
100
30
10
Central Limit Theorem
0.9075
0.0227
0.0698
Bootstrap (B = 5000)
0.8976
0.0328
0.0696
Back-transformation
0.9290
0.0098
0.0612
Wald
0.8962
0.0262
0.0776
Third order
0.9469
0.0279
0.0252
50
Central Limit Theorem
0.9374
0.0201
0.0425
Bootstrap (B = 5000)
0.9416
0.0202
0.0382
Back-transformation
0.8236
0.0017
0.1747
Wald
0.9362
0.0201
0.0437
Third order
0.9490
0.0249
0.0261
200
Central Limit Theorem
0.9492
0.0213
0.0295
Bootstrap (B = 5000)
0.9485
0.0212
0.0303
Back-transformation
0.4543
0.0000
0.5457
Wald
0.9479
0.0213
0.0308
Third order
0.9505
0.0254
0.0241