Table 3: Simulation results of EAIR for distribution-specific case in Subsection 2.4.

Specific Method Distribution Specific Method Sample Size λ p Relative Bias SSE SE CP SE CP 200 0.05 0.05 0.26% 0.0162 0.0163 0.9081 0.0163 0.9076     0.5 0.18% 0.0182 0.0181 0.926 0.0181 0.9268     1 0.20% 0.0202 0.0202 0.9228 0.0202 0.9212   0.2 0.05 0.25% 0.0334 0.0338 0.9455 0.0337 0.9446     0.5 0.44% 0.0375 0.0376 0.9444 0.0375 0.9439     1 0.31% 0.0414 0.0417 0.9398 0.0416 0.9382   5 0.05 0.60% 0.359 0.3589 0.9465 0.3595 0.9495     0.5 0.59% 0.3774 0.3745 0.948 0.3747 0.9493     1 0.32% 0.3909 0.3896 0.9464 0.39 0.9502 400 0.05 0.05 0.09% 0.0114 0.0115 0.935 0.0115 0.935     0.5 -0.06% 0.0128 0.0128 0.9331 0.0128 0.9327     1 0.26% 0.0142 0.0143 0.9301 0.0142 0.9285   0.2 0.05 0.08% 0.0238 0.0238 0.9523 0.0238 0.952     0.5 -0.02% 0.0266 0.0264 0.943 0.0264 0.9434     1 0.29% 0.0291 0.0294 0.9488 0.0294 0.9483   5 0.05 0.19% 0.2583 0.2527 0.9446 0.2529 0.947     0.5 0.20% 0.2624 0.2633 0.9503 0.2636 0.9518     1 0.18% 0.2755 0.2744 0.9491 0.2751 0.9493

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.