Here c-hat = approx. 0.02 quantile using p*=sqrt(.02).

n a c-hat c-tilde

2 0.5 2.536349 2.491264 
2 0.6666667 2.387283 2.365835 
2 1 2.248274 2.239886 
2 1.5 2.161174 2.146220 
5 0.5 10.35408 10.23003 
5 0.6666667 8.467725 8.420543 
5 1 7.00666 6.990448 
5 1.5 6.221599 6.19553 
10 0.5 34.75490 35.0873 
10 0.6666667 24.07127 24.18340 
10 1 17.27021 17.30975 
10 1.5 14.14392 14.13061 
20 0.5 126.2408 127.7404 
20 0.6666667 70.88413 71.28699 
20 1 42.87859 43.00283 
20 1.5 32.0979 32.05974 
50 0.5 742.2009 752.2565 
50 0.6666667 299.8885 301.7576 
50 1 140.5493 140.9953 
50 1.5 93.03105 92.91116 
100 0.5 2907.151 2948.316 
100 0.6666667 889.5381 895.1515 
100 1 338.2499 339.3065 
100 1.5 204.1831 203.9296