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 |