Separation

Bias

MSE

95% Coverage

ML

Normal

Cauchy 2

ML

Normal

Cauchy 2

ML

Normal

Cauchy 2

All (100%)

0.024

−0.097

0.016

0.231

0.309

0.243

0.96

0.94

0.94

Non (0%)

0.062

−0.052

0.061

0.221

0.280

0.230

0.96

0.95

0.95