Size

Estimators

$\beta =3$

$\lambda =1$

$\lambda =2$

$\alpha =0.4$

$\alpha =1.4$

$\alpha =0.4$

$\alpha =1.4$

25

MLE

0.3102

0.2928

0.3352

0.3513

BS

0.3265

0.2935

0.3363

0.3804

BL (r = −0.7)

0.3306

0.2928

0.3375

0.3878

BL (r = 0.7)

0.3009

0.2918

0.3345

0.3359

50

MLE

0.2889

0.2785

0.2978

0.3138

BS

0.2949

0.2789

0.2995

0.3245

BL (r = −0.7)

0.2962

0.2795

0.2996

0.3269

BL (r = 0.7)

0.2852

0.2762

0.2962

0.3071

100

MLE

0.2787

0.2718

0.2847

0.2941

BS

0.2811

0.2736

0.2857

0.2985

BL (r = −0.7)

0.2816

0.2744

0.2863

0.2995

BL (r = 0.7)

0.2769

0.2707

0.2836

0.2911