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Table 9 ECPs of various confidence intervals with different ρ and δ, μ 1, μ 2, (n,n 1,n 2)=(5,5,2), when \({\sigma _{1}^{2}}={\sigma _{2}^{2}}=4\)

From: Confidence intervals construction for difference of two means with incomplete correlated data

Bivariate normal distribution
ρ δ μ 1 μ 2 T 3 T 4 T 5 W s W a B 1 B 2 B 3 B 4
-0.9 -0.25 0 0.25 0.935 0.960 0.906 0.920 0.880 0.952 0.954 0.947 0.954
  0 1 1 0.944 0.956 0.894 0.920 0.869 0.946 0.947 0.933 0.947
  0.5 2 1.5 0.944 0.967 0.902 0.931 0.883 0.951 0.953 0.942 0.951
-0.5 -0.25 0 0.25 0.941 0.961 0.903 0.910 0.861 0.942 0.943 0.939 0.943
  0 1 1 0.937 0.958 0.900 0.915 0.862 0.950 0.952 0.949 0.951
  0.5 2 1.5 0.941 0.962 0.898 0.925 0.882 0.952 0.957 0.952 0.957
-0.1 -0.25 0 0.25 0.933 0.958 0.900 0.903 0.838 0.944 0.945 0.945 0.946
  0 1 1 0.939 0.966 0.907 0.912 0.853 0.952 0.951 0.954 0.953
  0.5 2 1.5 0.943 0.975 0.924 0.943 0.892 0.961 0.959 0.960 0.959
0 -0.25 0 0.25 0.936 0.964 0.914 0.913 0.860 0.949 0.949 0.950 0.950
  0 1 1 0.925 0.959 0.906 0.908 0.861 0.941 0.941 0.940 0.940
  0.5 2 1.5 0.932 0.968 0.913 0.924 0.887 0.952 0.952 0.951 0.951
0.1 -0.25 0 0.25 0.922 0.960 0.918 0.911 0.858 0.948 0.948 0.948 0.947
  0 1 1 0.923 0.963 0.909 0.906 0.859 0.944 0.946 0.944 0.944
  0.5 2 1.5 0.928 0.969 0.913 0.935 0.889 0.946 0.947 0.947 0.946
0.5 -0.25 0 0.25 0.927 0.968 0.923 0.904 0.843 0.950 0.947 0.934 0.947
  0 1 1 0.928 0.964 0.923 0.913 0.857 0.942 0.944 0.935 0.947
  0.5 2 1.5 0.924 0.978 0.933 0.947 0.901 0.960 0.958 0.943 0.960
0.9 -0.25 0 0.25 0.913 0.947 0.974 0.929 0.880 0.951 0.951 0.777 0.951
  0 1 1 0.908 0.952 0.976 0.930 0.883 0.947 0.955 0.781 0.951
  0.5 2 1.5 0.913 0.942 0.974 0.974 0.944 0.946 0.953 0.778 0.954
Bivariate t-distribution
-0.9 -0.25 0 0.25 0.922 0.972 0.908 0.929 0.870 0.952 0.953 0.946 0.956
  0 1 1 0.915 0.973 0.914 0.935 0.868 0.948 0.943 0.937 0.948
  0.5 2 1.5 0.930 0.978 0.914 0.937 0.873 0.948 0.950 0.941 0.951
-0.5 -0.25 0 0.25 0.929 0.976 0.921 0.939 0.869 0.942 0.941 0.940 0.945
  0 1 1 0.931 0.975 0.925 0.935 0.872 0.943 0.942 0.943 0.946
  0.5 2 1.5 0.922 0.971 0.910 0.924 0.868 0.953 0.951 0.950 0.955
-0.1 -0.25 0 0.25 0.932 0.973 0.922 0.925 0.856 0.951 0.951 0.955 0.954
  0 1 1 0.926 0.971 0.924 0.923 0.859 0.941 0.942 0.946 0.947
  0.5 2 1.5 0.924 0.972 0.918 0.921 0.859 0.950 0.948 0.954 0.955
0 -0.25 0 0.25 0.919 0.973 0.921 0.918 0.852 0.944 0.944 0.949 0.949
  0 1 1 0.925 0.972 0.923 0.925 0.864 0.940 0.940 0.947 0.947
  0.5 2 1.5 0.939 0.977 0.924 0.926 0.857 0.950 0.950 0.954 0.954
0.1 -0.25 0 0.25 0.930 0.971 0.929 0.928 0.857 0.954 0.954 0.956 0.956
  0 1 1 0.929 0.982 0.927 0.928 0.857 0.949 0.949 0.950 0.951
  0.5 2 1.5 0.934 0.979 0.924 0.930 0.859 0.952 0.953 0.957 0.957
0.5 -0.25 0 0.25 0.929 0.973 0.947 0.940 0.864 0.944 0.950 0.942 0.951
  0 1 1 0.920 0.976 0.937 0.928 0.861 0.943 0.944 0.936 0.946
  0.5 2 1.5 0.939 0.970 0.942 0.930 0.868 0.945 0.947 0.942 0.951
0.9 -0.25 0 0.25 0.923 0.969 0.978 0.943 0.880 0.939 0.938 0.797 0.939
  0 1 1 0.920 0.966 0.977 0.952 0.887 0.939 0.942 0.795 0.949
  0.5 2 1.5 0.931 0.965 0.979 0.944 0.878 0.953 0.944 0.804 0.947