Average Length

Coverage Probability

ρ

n

CS

AR-1

CS

AR-1

0.25

50

0.3496

0.3501

0.940

0.904

100

0.3177

0.3269

0.944

0.940

150

0.2864

0.3008

0.958

0.944

0.5

50

0.3519

0.3599

0.942

0.922

100

0.3153

0.3252

0.938

0.932

150

0.2883

0.2915

0.942

0.946

0.75

50

0.3421

0.3201

0.948

0.920

100

0.3092

0.3201

0.938

0.940

150

0.2773

0.2852

0.944

0.942