| Dist. | Scale | N | SEMC | SEEIF | SE Pct Bias | Error Rate |
| Normal | 0.05 | 60 | 0.0046 | 0.0043 | −6.1% | 5.9% |
| Normal | 0.05 | 120 | 0.0032 | 0.0031 | −3.0% | 5.3% |
| Normal | 0.05 | 240 | 0.0023 | 0.0022 | −1.5% | 5.4% |
| t (5) | 0.039 | 60 | 0.0075 | 0.0061 | −19.2% | 8.3% |
| t (5) | 0.039 | 120 | 0.0055 | 0.0047 | −14.8% | 7.3% |
| t (5) | 0.039 | 240 | 0.0041 | 0.0036 | −13.1% | 6.7% |