Dist.

Scale

N

DSR

DSR Pct Bias

SEMC

SEEIF

SE Pct Bias

Rej Prob

Normal

0.05

60

0.2

2.5%

0.1341

0.1307

−2.5%

5.2%

Normal

0.05

120

0.2

1.0%

0.0931

0.0924

−0.8%

5.1%

Normal

0.05

240

0.2

0.3%

0.0653

0.0653

−0.0%

5.0%

Normal

0.02

60

0.5

2.5%

0.1426

0.1367

−4.1%

6.3%

Normal

0.02

120

0.5

1.1%

0.0989

0.0973

−1.6%

5.9%

Normal

0.02

240

0.5

0.5%

0.0694

0.0690

−0.5%

5.7%

t (5)

0.039

60

0.2

5.8%

0.1440

0.1346

−6.5%

6.4%

t (5)

0.039

120

0.2

2.8%

0.1012

0.0968

−4.4%

6.3%

t (5)

0.039

240

0.2

1.3%

0.0720

0.0693

−3.7%

6.5%

t (5)

0.0155

60

0.5

5.6%

0.1700

0.1505

−11.4%

9.7%

t (5)

0.0155

120

0.5

3.1%

0.1213

0.1113

−8.3%

9.4%

t (5)

0.0155

240

0.5

1.6%

0.0879

0.0816

−7.2%

9.4%