|
Bias (MCSD) |
MLE method |
CECF method |
Case |
n |
η |
µ2 |
µ1 |
 |
|
η |
µ2 |
µ1 |
|
|
C1 |
100 |
-0.038 |
0.136 |
-0.109 |
-0.309 |
-0.341 |
0.019 |
0.033 |
0.043 |
-0.280 |
-0.497 |
(0.293) |
(1.310) |
(0.610) |
(0.470) |
(0.396) |
(0.339) |
(1.089) |
(0.604) |
(0.671) |
(0.415) |
DI = 0.1 |
200 |
-0.014 |
0.092 |
-0.092 |
-0.207 |
-0.280 |
0.070 |
0.028 |
-0.001* |
-0.247 |
-0.492 |
(0.291) |
(1.169) |
(0.530) |
(0.470) |
(0.382) |
(0.347) |
(0.944) |
(0.576) |
(0.517) |
(0.420) |
|
500 |
-0.016 |
0.100 |
-0.124 |
-0.121 |
-0.171 |
0.064 |
0.003 |
0.017 |
-0.242 |
-0.415 |
(0.276) |
(1.107) |
(0.448) |
(0.500) |
(0.338) |
(0.372) |
(0.923) |
(0.513) |
(0.468) |
(0.486) |
C2 |
100 |
-0.061 |
0.453 |
-0.049 |
-0.197 |
-0.076 |
0.015 |
0.287 |
0.007 |
-0.149 |
-0.262 |
(0.280) |
(1.509) |
(0.412) |
(0.464) |
(0.565) |
(0.322) |
(1.311) |
(0.457) |
(0.681) |
(0.626) |
DI = 0.3 |
200 |
-0.045 |
0.413 |
-0.022 |
-0.068 |
-0.033 |
0.040 |
0.306 |
-0.033 |
-0.117 |
-0.230 |
(0.265) |
(1.230) |
(0.277) |
(0.438) |
(0.522) |
(0.305) |
(0.981) |
(0.349) |
(0.523) |
(0.585) |
|
500 |
-0.032 |
0.204 |
-0.008 |
0.004 |
0.003 |
0.032 |
0.186 |
-0.028 |
-0.040 |
-0.141 |
(0.209) |
(0.674) |
(0.176) |
(0.291) |
(0.391) |
(0.262) |
(0.711) |
(0.229) |
(0.401) |
(0.469) |
C3 |
100 |
-0.010 |
0.158 |
0.003 |
-0.030 |
0.027 |
-0.001* |
0.251 |
-0.006 |
-0.057 |
-0.013 |
(0.148) |
(0.459) |
(0.237) |
(0.292) |
(0.625) |
(0.167) |
(1.115) |
(0.233) |
(0.409) |
(0.606) |
DI = 0.55 |
200 |
-0.002 |
0.064 |
-0.011 |
-0.004 |
0.004 |
0.003 |
0.088 |
-0.010 |
-0.014 |
-0.005 |
(0.095) |
(0.458) |
(0.157) |
(0.198) |
(0.373) |
(0.116) |
(0.607) |
(0.167) |
(0.278) |
(0.429) |
|
500 |
-0.001* |
0.022 |
-0.001* |
-0.008 |
0.004 |
-0.003 |
0.033 |
0.001 |
0.004 |
0.018 |
(0.058) |
(0.253) |
(0.099) |
(0.122) |
(0.210) |
(0.062) |
(0.308) |
(0.103) |
(0.163) |
(0.253) |
C4 |
100 |
-0.023 |
0.308 |
0.027 |
-0.100 |
0.055 |
-0.022 |
0.203 |
0.025 |
-0.158 |
0.040 |
(0.079) |
(0.950) |
(0.183) |
(0.249) |
(0.400) |
(0.097) |
(1.179) |
(0.194) |
(0.343) |
(0.433) |
DI = 0.8 |
200 |
-0.011 |
0.164 |
0.007 |
-0.044 |
0.028 |
-0.012 |
0.124 |
0.010 |
-0.078 |
0.020 |
(0.056) |
(0.648) |
(0.124) |
(0.179) |
(0.257) |
(0.067) |
(0.838) |
(0.135) |
(0.272) |
(0.294) |
|
500 |
-0.006 |
0.079 |
0.005 |
-0.026 |
0.022 |
-0.008 |
0.092 |
0.006 |
-0.054 |
0.026 |
(0.034) |
(0.386) |
(0.080) |
(0.107) |
(0.148) |
(0.043) |
(0.557) |
(0.089) |
(0.179) |
(0.180) |
|