Research Article

General Bootstrap for Dual ϕ-Divergence Estimates

Table 5

Empirical coverage probabilities for the normal distribution, 𝐵 = 5 0 0 .

𝛾 𝑛 = 2 5 𝑛 = 5 0 𝑛 = 7 5 𝑛 = 1 0 0 𝑛 = 1 5 0 𝑛 = 2 0 0

−1 0.88 0.91 0.93 0.92 0.95 0.92
0 0.91 0.92 0.94 0.94 0.94 0.93
0.5 0.94 0.94 0.94 0.96 0.94 0.93
1 0.44 0.47 0.54 0.46 0.48 0.51
2 0.97 0.97 0.96 0.97 0.95 0.95