Posterior Mean Avg. Percent Error Pr ${\stackrel{^}{\theta }}_{0.1}\in \left[{F}^{-1}\left(0.1\right)±\sigma /\sqrt{n}\right]$ Design $n=11$ $n=21$ $n=151$ $n=11$ $n=21$ $n=151$ $N\left(0,1\right)$ −0.0288 −0.0106 −0.0009 0.4995 0.4867 0.4586 $U\left(0,1\right)$ −0.0921 0.1260 0.0267 0.6919 0.7611 0.6967 $Exp\left(0.5\right)$ −0.6011 0.0588 0.0349 0.9903 0.9882 0.9948 $t\left(0,1,5\right)$ −0.0970 −0.0460 −0.0058 0.4674 0.4573 0.4349 $0.7\mathcal{N}\left(-1,1\right)+0.3\mathcal{N}\left({1.5,0.75}^{2}\right)$ −0.0137 −0.0040 −0.0006 0.6278 0.6141 0.5848 Posterior Mode Avg. Percent Error Pr ${\stackrel{^}{\theta }}_{0.1}\in \left[{F}^{-1}\left(0.1\right)±\sigma /\sqrt{n}\right]$ Design $n=11$ $n=21$ $n=151$ $n=11$ $n=21$ $n=151$ $N\left(0,1\right)$ 0.1714 0.0940 0.0138 0.4313 0.4360 0.4396 $U\left(0,1\right)$ 0.6635 0.3626 0.0524 0.6303 0.6472 0.6623 $Exp\left(0.5\right)$ 0.8081 0.4234 0.0585 0.9251 0.9564 0.9900 $t\left(0,1,5\right)$ 0.1626 0.0882 0.0128 0.4173 0.4179 0.4183 $0.7\mathcal{N}\left(-1,1\right)+0.3\mathcal{N}\left({1.5,0.75}^{2}\right)$ 0.1269 0.0696 0.0098 0.5496 0.5582 0.5623