Size

Estimators

$\beta =3$

$\lambda =1$

$\lambda =2$

$\alpha =0.4$

$\alpha =1.4$

$\alpha =0.4$

$\alpha =1.4$

25

MLE

3.1165

2.9746

3.0061

3.1548

BS

3.1609

2.9706

2.9878

3.2216

BL (r = −0.7)

3.1703

2.9733

2.9994

3.2358

BL (r = 0.7)

3.0839

2.9981

3.0231

3.1058

50

MLE

3.1185

2.9798

2.9781

3.1474

BS

3.1427

2.9616

2.9576

3.1872

BL (r = −0.7)

3.1477

2.9661

2.9637

3.1954

BL (r = 0.7)

3.1001

2.9933

3.0056

3.1172

100

MLE

3.1133

2.9618

2.9513

3.1418

BS

3.1251

2.9423

2.9356

3.1612

BL (r = −0.7)

3.1275

2.9444

2.9385

3.1649

BL (r = 0.7)

3.1041

2.9737

2.9701

3.1268