|
Bias (MCSD) |
MLE method |
CECF method |
Case |
n |
η |
µ2 |
µ1 |
|
|
η |
µ2 |
µ1 |
|
|
B1 |
100 |
-0.038 |
0.005 |
-0.038 |
-0.287 |
-0.326 |
0.022 |
0.005 |
-0.471 |
0.055 |
-0.493 |
|
|
(0.286) |
(1.283) |
(0.590) |
(0.463) |
(0.403) |
(0.341) |
(1.073) |
(0.590) |
(0.678) |
(0.424) |
DI = 0.1 |
200 |
-0.011 |
-0.045 |
-0.035 |
-0.211 |
-0.288 |
0.061 |
0.030 |
-0.497 |
0.076 |
-0.488 |
|
|
(0.290) |
(1.199) |
(0.567) |
(0.459) |
(0.379) |
(0.356) |
(0.973) |
(0.569) |
(0.527) |
(0.433) |
|
500 |
-0.028 |
-0.070 |
-0.082 |
-0.132 |
-0.164 |
0.071 |
0.007 |
-0.490 |
0.097 |
-0.431 |
|
|
(0.279) |
(1.143) |
(0.444) |
(0.513) |
(0.338) |
(0.373) |
(0.899) |
(0.523) |
(0.497) |
(0.452) |
B2 |
100 |
-0.035 |
-0.072 |
-0.001* |
-0.135 |
-0.081 |
0.032 |
-0.009 |
0.017 |
-0.098 |
-0.283 |
|
|
(0.276) |
(1.595) |
(0.414) |
(0.514) |
(0.589) |
(0.315) |
(1.287) |
(0.467) |
(0.686) |
(0.634) |
DI = 0.3 |
200 |
-0.030 |
0.043 |
-0.004 |
-0.010 |
-0.024 |
0.062 |
0.019 |
-0.002 |
-0.016 |
-0.251 |
|
|
(0.244) |
(1.218) |
(0.267) |
(0.436) |
(0.521) |
(0.304) |
(0.973) |
(0.348) |
(0.652) |
(0.618) |
|
500 |
-0.001 |
-0.012 |
0.001* |
0.033 |
-0.022 |
0.062 |
-0.010 |
0.001 |
0.011 |
-0.176 |
|
|
(0.185) |
(0.414) |
(0.147) |
(0.266) |
(0.370) |
(0.255) |
(0.515) |
(0.228) |
(0.436) |
(0.481) |
B3 |
100 |
-0.007 |
-0.002 |
0.013 |
-0.001* |
0.024 |
0.010 |
-0.017 |
0.019 |
-0.010 |
-0.066 |
|
|
(0.137) |
(0.865) |
(0.227) |
(0.313) |
(0.619) |
(0.146) |
(0.922) |
(0.229) |
(0.382) |
(0.560) |
DI = 0.55 |
200 |
-0.001 |
0.013 |
0.004 |
0.003 |
0.006 |
0.013 |
0.010 |
0.005 |
-0.012 |
-0.050 |
|
|
(0.089) |
(0.385) |
(0.155) |
(0.203) |
(0.359) |
(0.097) |
(0.424) |
(0.165) |
(0.243) |
(0.390) |
|
500 |
0.001 |
0.009 |
0.004 |
-0.007 |
0.004 |
0.006 |
0.003 |
0.004 |
-0.014 |
-0.020 |
|
|
(0.055) |
(0.243) |
(0.095) |
(0.123) |
(0.195) |
(0.060) |
(0.269) |
(0.099) |
(0.141) |
(0.225) |
B4 |
100 |
-0.003 |
0.015 |
0.008 |
-0.024 |
-0.006 |
0.003 |
0.053 |
0.008 |
-0.050 |
-0.021 |
|
|
(0.067) |
(1.458) |
(0.172) |
(0.215) |
(0.323) |
(0.075) |
(1.856) |
(0.182) |
(0.305) |
(0.349) |
DI = 0.8 |
200 |
0.001* |
0.042 |
0.001* |
-0.011 |
-0.006 |
0.002 |
0.048 |
0.001* |
-0.024 |
-0.008 |
|
|
(0.047) |
(0.997) |
(0.123) |
(0.160) |
(0.227) |
(0.049) |
(1.238) |
(0.131) |
(0.215) |
(0.249) |
|
500 |
0.001* |
0.028 |
0.002 |
-0.011 |
0.003 |
0.001 |
0.019 |
0.003 |
-0.016 |
0.003 |
|
|
(0.031) |
(0.623) |
(0.080) |
(0.099) |
(0.136) |
(0.032) |
(0.775) |
(0.086) |
(0.134) |
(0.152) |
|