Case

${\Sigma }_u$

n

Mean

SD

MSE

Null

$0.25I_2$

100

2.0178

0.3975

0.1581

150

1.9982

0.1687

0.0284

200

2.0027

0.0996

0.0099

$0.5I_2$

100

1.9864

0.7580

0.5761

150

1.9906

0.4992

0.2490

200

2.0028

0.3664

0.1341