10 Tables
|
True:G(9,3) |
h к n 1/4.5 |
N=400 |
t=1000 | ||||
|
Gamma |
par(2) |
Normal par(1) |
par(2) |
Weibull |
par(2) | ||
|
NPQMLE |
estim.θ |
8.22 |
3.33 |
25.55 |
9.31 |
0.000031 |
3.11 |
|
st.dev. . ʌ . |
0.701 |
0.298 0.0084 |
0.545 |
0.425 0.023 |
0.000015 |
0.136 0.025 | |
|
QMLE |
estim.θ |
9.034 |
3.03 |
27.002 |
9.001 |
0.000022 |
3.173 |
|
st.dev. . ʌ . |
0.629 |
0.213 0.0037 |
0.449 |
0.367 0.044 |
0.000013 |
0.131 0.0445 | |
Table 1
|
True:G(9,3) |
h к n 1/4 |
N=400 |
t=1000 | ||||
|
Gamma |
Normal |
Weibull | |||||
|
par(1) |
par(2) |
par(1) |
par(2) |
par(1) |
par(2) | ||
|
NPQMLE |
estim.θ |
8.586 |
3.194 |
25.536 |
9.103 |
0.000026 |
3.17 |
|
st.dev. |
0.756 |
0.291 |
0.543 |
0.425 |
0.000014 |
0.143 | |
|
. ʌ . KI(g,f (b)) |
0.0062 |
0.0211 |
0.0236 | ||||
Table 2
|
True:G(9,3) |
h к n 1/4.5 |
N=800 |
_________t=1000__________________________ | ||||
|
Gamma |
par(2) |
Normal par(1) |
par(2) |
Weibull |
par(2) | ||
|
NPQMLE |
estim.θ |
8.36 |
3.27 |
25.53 |
9.21 |
0.000027 |
3.143 |
|
st.dev. . ʌ . |
0.521 |
0.214 0.0049 |
0.379 |
0.315 0.019 |
0.000009 |
0.101 0.0222 | |
|
QMLE |
estim.θ |
9.007 |
3.009 |
27.011 |
9.012 |
0.000021 |
3.166 |
|
st.dev. . ʌ . |
0.469 |
0.161 0.002 |
0.322 |
0.276 0.042 |
0.000073 |
0.098 0.0432 | |
Table 3
|
True:G(9,3) |
h к n 1/4 |
N=800_________ |
t=1000___________________________ | ||||
|
Gamma |
Normal |
Weibull. | |||||
|
par(1) |
par(2) |
par(1) |
par(2) |
par(1) |
par(2) | ||
|
NPQMLE |
estim.θ |
8.65 |
3.15 |
25.511 |
9.05 |
0.000024 |
3.183 |
|
st.dev. |
0.555 |
0.212 |
0.384 |
0.317 |
0.000008 |
0.105 | |
|
. ʌ . KI(g,f (b)) |
0.0035 |
0.0186 |
0.0211 | ||||
Table 4
37
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