Supplementary Table - CP simulation results

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Supplementary Table - CP simulation results

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0.85. 0.848. 13.8e-4. 0.753. 0.047. 98.3. 100. 0.850. 2.68e-4. 0.811. 0.018. 98.3. 9.305. 20. 0.90. 0.896. 9.73e-4. 0.818. 0.042. 97.9. 100. 0.899. 1.86e-4. 0.868.

Supplementary Table - CP simulation results Simulation results. pκ refers to the actual Coverage Probability (CP) simulated from each of the scenarios considered. Summaries are shown for the CP point estimates, pˆκ , and CP lower bounds of the resulting estimates based on the 95% confidence level, LB95% (ˆ pκ ). The summaries involved are: Mean, MSE, SD and EC that correspond to the mean value of both the CP estimates and the corresponding lower bounds, the mean squared error of the CP estimates, the standard deviation of the CP lower bounds and the empirical confidence of the CP lower bounds respectively.

1

Table 1: CP simulation results pˆκ µD = 0 σD = 5.65

κ 7.250 8.143 9.305 11.087

µD = 2.174 σD = 5.65

7.782 8.734 9.970 11.859

µD = 5 σD = 5.65

9.849 10.922 12.286 14.322

µD = 0 σD = 10.28

13.178 14.802 16.914 20.154

µD = 2.174 σD = 10.28

13.472 15.132 17.288 20.597

µD = 5 σD = 10.28

14.714 16.499 18.806 22.320

n 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100 20 100

pκ 0.80 0.85 0.90 0.95 0.80 0.85 0.90 0.95 0.80 0.85 0.90 0.95 0.80 0.85 0.90 0.95 0.80 0.85 0.90 0.95 0.80 0.85 0.90 0.95

Mean 0.797 0.802 0.848 0.850 0.896 0.899 0.946 0.949 0.798 0.801 0.847 0.850 0.897 0.900 0.941 0.945 0.800 0.799 0.850 0.849 0.900 0.899 0.949 0.949 0.794 0.799 0.844 0.846 0.894 0.899 0.945 0.949 0.799 0.801 0.848 0.850 0.898 0.900 0.948 0.950 0.798 0.800 0.848 0.850 0.898 0.899 0.948 0.949

2

MSE 16.8e-4 16.8e-4 13.8e-4 2.68e-4 9.73e-4 1.86e-4 4.67e-4 0.86e-4 18.5e-4 4.00e-4 15.1e-4 3.20e-4 10.5e-4 2.22e-4 6.15e-4 1.43e-4 22.6e-4 4.80e-4 17.5e-4 3.71e-4 11.4e-4 2.42e-4 4.87e-4 1.04e-4 16.3e-4 16.0e-4 13.6e-4 2.71e-4 9.68e-4 1.89e-4 4.76e-4 0.87e-4 16.8e-4 3.62e-4 13.7e-4 2.96e-4 9.54e-4 2.04e-4 4.48e-4 0.93e-4 19.7e-4 4.14e-4 15.78e-4 3.34e-4 10.7e-4 2.26e-4 4.80e-4 1.00e-4

LB95% (ˆ pκ )

Mean 0.692 0.695 0.753 0.811 0.818 0.868 0.891 0.929 0.707 0.764 0.767 0.818 0.830 0.874 0.891 0.926 0.728 0.769 0.784 0.822 0.843 0.876 0.908 0.933 0.689 0.690 0.750 0.812 0.815 0.868 0.889 0.930 0.700 0.760 0.760 0.815 0.824 0.871 0.896 0.931 0.713 0.764 0.772 0.818 0.834 0.874 0.902 0.932

SD 0.049 0.050 0.047 0.018 0.042 0.016 0.033 0.012 0.048 0.021 0.046 0.019 0.041 0.017 0.033 0.013 0.051 0.023 0.047 0.020 0.041 0.017 0.031 0.012 0.048 0.049 0.046 0.019 0.042 0.016 0.033 0.012 0.048 0.021 0.045 0.019 0.041 0.016 0.032 0.012 0.048 0.021 0.046 0.020 0.040 0.017 0.031 0.012

EC 98.5 98.3 98.3 98.3 97.9 97.9 97.6 97.6 97.5 95.4 96.9 95.0 96.6 94.3 97.7 98.0 91.0 92.5 91.5 92.8 91.9 92.7 92.1 93.2 99.1 98.8 98.7 98.2 98.3 97.8 98.0 97.4 97.9 96.9 97.8 96.9 97.3 96.4 97.1 95.7 95.8 95.1 95.7 94.5 95.2 94.0 94.7 93.4