5%

n = 500

sigma = 0

55

143

136

55

293

45

50

44

57

5%

n = 500

sigma = 0.1

551

719

595

764

969

215

43

215

66

5%

n = 500

sigma = 0.3

562

750

809

816

980

232

46

231

67

5%

n = 500

sigma = 0.5

564

751

820

825

980

235

47

233

66

5%

n = 500

sigma = 0.7

566

748

822

826

980

235

46

233

65

5%

n = 500

sigma = 0.9

565

752

822

827

980

235

46

233

66

5%

n = 1000

sigma = 0

67

142

116

50

283

49

35

49

47

5%

n = 1000

sigma = 0.1

821

916

782

915

997

253

36

251

66

5%

n = 1000

sigma = 0.3

831

921

946

939

999

263

43

256

70

5%

n = 1000

sigma = 0.5

830

915

951

943

999

261

45

257

70

5%

n = 1000

sigma = 0.7

830

915

951

943

999

262

45

258

70

5%

n = 1000

sigma = 0.9

830

910

952

944

999

262

45

259

71