General Bootstrap for Dual ϕ-Divergence Estimates

Table 6

Empirical coverage probabilities for the normal distribution, 𝐵=1000.

𝛾	𝑛=25	𝑛=50	𝑛=75	𝑛=100	𝑛=150	𝑛=200
−1	0.87	0.90	0.93	0.92	0.93	0.96
0	0.91	0.94	0.94	0.93	0.94	0.96
0.5	0.93	0.93	0.95	0.93	0.94	0.96
1	0.46	0.45	0.48	0.46	0.45	0.50
2	0.96	0.97	0.96	0.95	0.96	0.96