Parameter

Starting Values

$EM\left(tol={10}^{-5}\right)$

$EM\left(tol={10}^{-6}\right)$

$EM\left(tol={10}^{-8}\right)$

$\widehat{\alpha }$

0.3722511

0.5144623

0.5144017

0.5144511

$\widehat{\beta }$

−0.02456226

−0.03578978

−0.0357382

−0.03571578

$\widehat{\delta }$

2.950864

2.26434

2.264649

2.265279

$\widehat{\mu }$

0.4284473

0.5176135

0.5172807

0.5171165

Loglikelihood

−1696.862

−1696.873

−1696.844

No. iteration

43

47

78

AIC

3401.724

3401.746

3401.688