Research Article

Equivariance and Generalized Inference in Two-Sample Location-Scale Families

Table 5

Coverage probability for (normal case with unequal sample sizes).

Sizes Coverage proba.Average widthSt. error of width
Welch GTV Welch GTV Welch GTV

0.94040.95224.63834.80181.63421.6096
0.94520.94784.25514.28961.67471.6605
0.94900.94961.19381.19710.10850.1082
0.95560.95543.33343.70190.81650.7930
0.94360.95422.70442.36230.70500.6994
0.94940.95060.96560.97220.05660.0560
0.94840.9484466.6274466.4071171.1893171.1114
0.95220.9516470.7588470.4365172.2657172.2866
0.95100.9502113.3475113.286511.432311.4340
0.95260.9520278.2983278.228065.757765.7696
0.95140.951279.301779.23245.58895.6043
0.94820.949679.247279.24215.58645.6010