Research Article

General Bootstrap for Dual ϕ-Divergence Estimates

Table 8

Empirical coverage probabilities for the exponential distribution, 𝐵 = 1 0 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 0.70 0.79 0.90 0.91 0.92 0.91
0 0.76 0.84 0.91 0.92 0.93 0.92
0.5 0.78 0.85 0.93 0.94 0.94 0.93
1 0.78 0.87 0.94 0.94 0.95 0.94
2 0.78 0.88 0.95 0.95 0.96 0.95