True value

λ = 0.65

μ 1 = 1.5

μ 2 = 3.5

σ 1 = 1.2

σ 2 = 2.6

s 1 = 3.2

s 2 = 1.5

sample size

Est.

0.6418

1.4948

3.4443

1.2394

2.8493

3.0563

1.5973

2000

Bias

0.0082

0.0052

0.0557

0.0394

0.2493

0.1437

0.0973

MSE

6.7e−05

2.7e−05

0.0031

0.0016

0.0621

0.0207

0.0095

Est.

0.6513

1.5053

3.4871

1.2714

2.8015

3.1837

1.5982

2500

Bias

0.0013

0.0053

0.0129

0.0714

0.2015

0.0163

0.0982

MSE

1.6e−05

2.8e−05

0.0002

0.0051

0.0406

0.0003

0.0096