True value

λ = 0.65

μ 1 = 1.5

μ 2 = 3.5

σ 1 = 1.2

σ 2 = 2.6

s 1 = 2

s 2 = 2

sample size

Est.

0.6804

1.5046

3.6270

1.2811

2.5637

2.0

2.0

2000

Bias

0.0304

0.0046

0.1270

0.0811

0.0363

0.0

0.0

MSE

0.0009

2.2e−05

0.0161

0.0066

0.0013

0.0

0.0

Est.

0.6922

1.5108

3.703

1.3008

2.5080

2.0

2.0

2500

Bias

0.0422

0.0108

0.2031

0.1007

0.0920

0.0

0.0

MSE

0.0018

0.0001

0.0413

0.0102

0.0085

0.0

0.0