Probability of finding the true polarization fraction p0 inside the interval , where and are the 1σ lower and upper limits, respectively. We plot this for each estimator: true σp,0 (top left); conventional σp,C (bottom left); geometric σp,G (top right); and arithmetic σp,A (bottom right). These are plotted as a function of the S/N p0/σp,G. Monte Carlo simulations have been carried out in the canonical (solid line), low (dark grey), and extreme (light grey) regimes of the covariance matrix. The expected 68.27% level is shown as a dashed line.
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