Table 2: Simulation results of EAIR for distribution-specific case in Subsection 2.3.

Specific Method Distribution Specific Method Sample Size λ p Relative Bias SSE SE CP SE CP 200 0.05 0.2 0.47% 0.0207 0.0208 0.9274 0.0207 0.9286     0.8 -0.28% 0.0169 0.0169 0.9321 0.0169 0.9319     1 -0.35% 0.016 0.016 0.9186 0.016 0.9188   0.2 0.2 0.12% 0.0421 0.0426 0.9436 0.0425 0.9431     0.8 0.49% 0.0351 0.0352 0.946 0.0351 0.9463     1 0.40% 0.0336 0.0334 0.9443 0.0333 0.9429   5 0.2 0.55% 0.3867 0.3881 0.9481 0.3887 0.9514     0.8 0.52% 0.364 0.3641 0.9473 0.3646 0.952     1 0.47% 0.3584 0.3569 0.9459 0.3573 0.948 400 0.05 0.2 0.10% 0.0144 0.0146 0.9408 0.0146 0.9421     0.8 -0.09% 0.0118 0.0119 0.9356 0.0119 0.9351     1 -0.32% 0.0113 0.0113 0.9417 0.0113 0.9419   0.2 0.2 -0.19% 0.0298 0.03 0.9463 0.03 0.9463     0.8 0.31% 0.0246 0.0248 0.9497 0.0248 0.9498     1 0.17% 0.0235 0.0236 0.95 0.0235 0.95   5 0.2 0.29% 0.2779 0.2737 0.9467 0.2739 0.9476     0.8 0.27% 0.2584 0.2567 0.9484 0.2568 0.9516     1 0.32% 0.2508 0.2516 0.9498 0.252 0.951

Note: Relative bias is defined as (Average EAIR −λ ) /λ ×100%, SSE represents the sample standard error, SE is the average of the standard error estimates, and CP denotes the empirical 95% coverage probability for λ.