| Estimators | |||
n = 10 |
|
|
|
|
| MLE | BSE | BEN | BCL |
| 1.033686 | 1.003013 | 0.9978051 | 1.160923 |
MSE | 0.166474 | 0.07241902 | 0.07111619 | 0.072879 |
L | -6.350954 | -4.9385 | -13.81305 | -10.41417 |
AIC | 15.07691 | 12.25219 | 30.00111 | 23.20334 |
BIC | 15.00449 | 12.17978 | 29.92869 | 23. 13093 |
n = 30 |
|
|
|
|
| 0.9816438 | 0.991284 | 0.99964 | 1.005751 |
MSE | 0.039308 | 0.030747 | 0.029941 | 0.030747 |
L | -13.1564 | -15.2890 | -24.64788 | -13.21051 |
AIC | 28.42004 | 32.68516 | 51.40291 | 28.52816 |
BIC | 29.71409 | 33.9792 | 52.6969 | 29.8222 |
n = 150 |
|
|
|
|
| 0.995469 | 0.998004 | 0.9965661 | 1.001133 |
MSE | 0.0069195 | 0.006578301 | 0.006535639 | 0.0065790 |
L | -79.08826 | -75.59041 | -105.6675 | -81.1737 |
AIC | 160.1765 | 153.2011 | 213.3351 | 164.3474 |
BIC | 163.1871 | 156.1915 | 216.3457 | 167.358 |
n = 300 |
|
|
|
|
| 0.9949605 | 1.013197 | 0.9936484 | 0.9942531 |
MSE | 0.003398617 | 0.0032999 | 0.003304556 | 0.003321389 |
L | -183.2983 | -182.7589 | -165.4214 | -156.1926 |
AIC | 368.5965 | 367.5179 | 332.8529 | 314.3853 |
BIC | 372.3003 | 317.2217 | 336.5466 | 318.0891 |
n = 1000 |
|
|
|
|
| 1.001877 | 1.000891 | 1.001926 | 0.9990892 |
MSE | 0.00100733 | 0.000980377 | 0.000997429 | 0.000996724 |
L | -567.925 | -604.1954 | -555.8084 | -541.6347 |
AIC | 1137.85 | 1210.389 | 1113.617 | 1085.269 |
BIC | 1142.758 | 1215.297 | 1118.524 | 1090.179 |