Parameter

Starting Values

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

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

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

$\widehat{\alpha }$

0.6556607

1.569046

1.568931

1.568897

$\widehat{\beta }$

−0.1257455

−0.2078989

−0.20787

−0.2078466

$\widehat{\delta }$

0.8

1.466964

1.466918

1.466935

$\widehat{\mu }$

0.3036691

0.2425692

0.2425475

0.2425306

Loglikelihood

−1042.372

−1042.386

−1042.385

No. iteration

36

42

65

AIC

2092.744

2092.772

2092.77