|
True:G(9,3) |
h к n 1/4.5 |
N=1200 |
t=1000 | ||||
|
Gamma |
par(2) |
Normal par(1) |
par(2) |
Weibull |
par(2) | ||
|
NPQMLE |
estim.θ |
8.47 |
3.22 |
25.49 |
9.14 |
0.000025 |
3.157 |
|
st.dev. . ʌ . |
0.419 |
0.166 0.0032 |
0.319 |
0.241 0.018 |
0.000007 |
0.081 0.0207 | |
|
QMLE |
estim.θ |
9.01 |
2.999 |
26.992 |
8.998 |
0.000021 |
3.166 |
|
st.dev. . ʌ . Ki(g, f (b)) |
0.353 |
0.121 0.0012 |
0.262 |
0.208 0.041 |
0.000056 |
0.076 0.042 | |
Table 5
|
True:G(9,3) |
h к n 1/4 |
N=1200 |
t=1000 | ||||
|
Gamma |
Normal |
Weibull | |||||
|
par(1) |
par(2) |
par(1) |
par(2) |
par(1) |
par(2) | ||
|
NPQMLE |
estim.θ |
8.75 |
3.108 |
25.49 |
8.993 |
0.000023 |
3.196 |
|
st.dev. |
0.455 |
0.171 |
0.327 |
0.255 |
0.000006 |
0.085 | |
|
. ʌ . KI(g,f (b)) |
0.0023 |
0.0174 |
0.0200 | ||||
Table 6
38
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