Table 4 : Estimated coverage probabilities of 95% confidence intervals.

n	Parameter	CP
		Frank	Clayton	Gumbel	Joe	Normal
15	0.3	0.940	0.952	0.952	0.801	0.940
		0.852	0.794	0.852	0.755	0.881
		0.943	0.912	0.900	0.800	0.900
		0.942	0.963	0.800	0.790	0.890
		0.942	0.923	1.000	0.753	0.882
	0.6	0.932	0.890	0.941	0.927	0.935
		0.856	0.854	0.863	0.709	0.883
		0.923	0.872	0.922	0.909	0.948
		0.933	0.945	0.922	0.945	0.961
		0.942	0.981	0.926	0.927	0.870
	0.9	0.927	0.932	0.882	0.927	0.945
		0.952	0.780	0.767	0.800	0.818
		0.953	0.942	0.923	0.945	0.945
		0.992	0.825	1.000	0.872	0.890
		0.983	0.942	1.000	1.000	0.890
30	0.3	0.945	0.947	0.973	0.878	0.940
		0.902	0.880	0.917	0.968	0.918
		0.941	0.923	0.977	0.970	0.944
		0.894	0.900	0.966	0.872	0.904
		0.950	0.938	0.953	0.872	0.934
	0.6	0.939	0.932	0.942	0.942	0.938
		0.877	0.902	0.882	0.888	0.908
		0.936	0.930	0.938	0.938	0.940
		0.881	0.892	0.898	0.874	0.908
		0.938	0.934	0.930	0.948	0.930
	0.9	0.934	0.940	0.936	0.946	0.928
		0.878	0.882	0.898	0.882	0.922
		0.942	0.94	0.938	0.942	0.936
		0.870	0.882	0.904	0.880	0.936
		0.934	0.944	0.950	0.942	0.906
50	0.3	0.928	0.939	0.840	0.954	0.962
		0.902	0.916	0.936	0.920	0.930
		0.954	0.931	0.841	0.944	0.958
		0.900	0.910	0.936	0.922	0.922
		0.946	0.946	0.938	0.946	0.930
	0.6	0.938	0.934	0.950	0.936	0.954
		0.911	0.924	0.898	0.896	0.928
		0.936	0.928	0.948	0.948	0.948
		0.913	0.910	0.914	0.898	0.938
		0.950	0.920	0.916	0.958	0.938
	0.9	0.944	0.934	0.950	0.930	0.944
		0.922	0.898	0.912	0.906	0.908
		0.936	0.934	0.948	0.932	0.942
		0.920	0.902	0.912	0.910	0.924
		0.912	0.950	0.944	0.954	0.920
100	0.3	0.941	0.950	0.957	0.944	0.940
		0.935	0.933	0.938	0.920	0.935
		0.935	0.946	0.939	0.958	0.938
		0.929	0.939	0.944	0.937	0.934
		0.946	0.937	0.943	0.937	0.949
	0.6	0.948	0.954	0.953	0.946	0.960
		0.928	0.934	0.939	0.932	0.946
		0.947	0.943	0.945	0.940	0.958
		0.934	0.943	0.937	0.943	0.937
		0.953	0.946	0.958	0.950	0.941
	0.9	0.927	0.952	0.950	0.931	0.932
		0.947	0.928	0.926	0.933	0.926
		0.931	0.956	0.948	0.923	0.934
		0.956	0.952	0.922	0.929	0.924
		0.956	0.952	0.944	0.943	0.921
500	0.3	0.951	0.952	0.944	0.962	0.942
		0.945	0.928	0.964	0.942	0.938
		0.946	0.948	0.940	0.966	0.964
		0.947	0.958	0.950	0.942	0.940
		0.946	0.952	0.930	0.940	0.940
	0.6	0.962	0.966	0.950	0.954	0.952
		0.944	0.930	0.950	0.942	0.952
		0.950	0.956	0.938	0.954	0.954
		0.952	0.920	0.942	0.936	0.938
		0.938	0.948	0.954	0.942	0.940
	0.9	0.96	0.956	0.942	0.928	0.956
		0.940	0.956	0.944	0.936	0.950
		0.964	0.956	0.938	0.924	0.962
		0.938	0.954	0.944	0.942	0.956
		0.950	0.956	0.954	0.942	0.952