| Without Bootstrap | With Bootstrap |
---|
Run 1 | 0.932 | 0.960 |
Run 2 | 0.947 | 0.960 |
Run 3 | 0.918 | 0.943 |
Run 4 | 0.914 | 0.949 |
Run 5 | 0.878 | 0.925 |
Average | 0.918 | 0.947 |
- Column “No bootstrap” is the coverage probability of the 95 % credible intervals created by using pure Monte Carlo method. Column “Bootstrap” is the coverage probability of the 95 % credible intervals created by using the combined method of Monte Carlo sampling and bootstrap. From the experiments’ results, the coverage probability of combined method is closer to the nominal value