[Testing] Ensure that empirical coverages check out

[pat-alt]

To ensure that all methods are implemented correctly, we should verify that the empirical coverage rates. To some extent this has already been done in the documentation, but we can be a bit more serious about it.

• Add a guide to docs/explanation that runs all implemented methods and compares the empirical coverage to the theoretical coverage (see this table) for reference)
• Add these sanity checks as unit tests