Average Length

Coverage Probability

ρ

n

CS

AR-1

CS

AR-1

0.25

50

0.3498

0.3544

0.932

0.920

100

0.3191

0.3278

0.934

0.912

150

0.2881

0.3025

0.958

0.966

0.5

50

0.3403

0.3370

0.919

0.919

100

0.3159

0.3182

0.940

0.940

150

0.2868

0.2867

0.956

0.956

0.75

50

0.3450

0.3427

0.904

0.916

100

0.3166

0.3169

0.944

0.936

150

0.2867

0.2795

0.944

0.938