Parameter | Estimates of α | Estimates of β | Estimates of γ | Estimates of μ | Estimates of σ | ||||||||
α | β | γ | n |
| MSE |
| MSE |
| MSE |
| MSE |
| MSE |
−2 | −1 | −0.5 | 50 | −1.6250 | 0.8307 | −0.9264 | 0.8110 | −0.6056 | 0.1145 | 0.0062 | 0.0132 | 0.9956 | 0.0034 |
|
|
| 80 | −1.7473 | 0.7997 | −0.9687 | 0.7611 | −0.5882 | 0.0874 | −0.0046 | 0.0081 | 0.9968 | 0.0019 |
|
|
| 100 | −1.8362 | 0.7650 | −0.9812 | 0.7242 | −0.5773 | 0.0775 | −0.0042 | 0.0062 | 0.9989 | 0.0016 |
|
|
| 200 | −1.9694 | 0.7230 | −1.0291 | 0.6423 | −0.5521 | 0.0570 | −0.0000 | 0.0030 | 0.9990 | 0.0010 |
|
| 0.5 | 50 | −1.7159 | 0.7750 | −1.2875 | 0.6464 | 0.5825 | 0.0594 | 0.0030 | 0.0076 | 1.0052 | 0.0033 |
|
|
| 80 | −1.8546 | 0.7651 | −1.1923 | 0.5876 | 0.5649 | 0.0454 | 0.0014 | 0.0052 | 1.0017 | 0.0008 |
|
|
| 100 | −1.9151 | 0.7500 | −1.1902 | 0.5426 | 0.5609 | 0.0396 | −0.0012 | 0.0039 | 1.0013 | 0.0007 |
|
|
| 200 | −1.9814 | 0.6988 | −1.1304 | 0.3921 | 0.5479 | 0.0298 | −0.0005 | 0.0018 | 1.0011 | 0.0004 |
| 1 | −0.5 | 50 | −1.8446 | 0.7561 | 1.1920 | 0.6069 | −0.6383 | 0.0916 | −0.0040 | 0.0113 | 0.9939 | 0.0029 |
|
|
| 80 | −1.8938 | 0.7294 | 1.0657 | 0.4997 | −0.6254 | 0.0774 | −0.0038 | 0.0071 | 0.9976 | 0.0016 |
|
|
| 100 | −1.9110 | 0.7055 | 1.0973 | 0.4694 | −0.6145 | 0.0698 | 0.0029 | 0.0054 | 0.9977 | 0.0013 |
|
|
| 200 | −2.0465 | 0.6953 | 1.0786 | 0.3444 | −0.5799 | 0.0459 | 0.0020 | 0.0028 | 0.9984 | 0.0006 |
|
| 0.5 | 50 | −2.1792 | 0.7217 | 0.8722 | 0.7465 | 0.7018 | 0.1497 | 0.0059 | 0.0090 | 0.9984 | 0.0026 |
|
|
| 80 | −2.1069 | 0.7122 | 0.8727 | 0.6510 | 0.6926 | 0.1383 | −0.0038 | 0.0057 | 0.9969 | 0.0015 |
|
|
| 100 | −2.1039 | 0.7109 | 0.9775 | 0.6506 | 0.6845 | 0.1304 | 0.0026 | 0.0055 | 1.0008 | 0.0014 |
|
|
| 200 | −2.0593 | 0.7106 | 0.9931 | 0.5216 | 0.6319 | 0.0931 | 0.0015 | 0.0023 | 0.9995 | 0.0008 |
2 | −1 | −0.5 | 50 | 2.2214 | 0.7554 | −0.7836 | 0.7496 | −0.7224 | 0.1504 | −0.0039 | 0.0107 | 0.9947 | 0.0023 |
|
|
| 80 | 2.1171 | 0.7323 | −0.9270 | 0.6784 | −0.6795 | 0.1365 | 0.0022 | 0.0060 | 1.0005 | 0.0016 |
|
|
| 100 | 2.1049 | 0.6859 | −0.9272 | 0.6550 | −0.6780 | 0.1311 | −0.0017 | 0.0046 | 0.9985 | 0.0014 |
|
|
| 200 | 2.0679 | 0.6594 | −0.9904 | 0.5187 | −0.6337 | 0.0899 | −0.0016 | 0.0023 | 0.9996 | 0.0008 |
|
| 0.5 | 50 | 1.8328 | 0.7758 | −1.1703 | 0.5936 | 0.6308 | 0.0945 | 0.0029 | 0.0116 | 0.9983 | 0.0030 |
|
|
| 80 | 1.9013 | 0.7269 | −1.1263 | 0.4990 | 0.6225 | 0.0780 | 0.0088 | 0.0073 | 0.9955 | 0.0019 |
|
|
| 100 | 1.9917 | 0.7114 | −1.0831 | 0.4608 | 0.6029 | 0.0634 | 0.0051 | 0.0053 | 0.9993 | 0.0011 |
|
|
| 200 | 1.9975 | 0.6890 | −1.0244 | 0.3412 | 0.5694 | 0.0407 | 0.0007 | 0.0027 | 0.9995 | 0.0006 |
| 1 | −0.5 | 50 | 1.7721 | 0.7584 | 1.2712 | 0.6471 | −0.6005 | 0.0635 | 0.0025 | 0.0077 | 1.0014 | 0.0012 |
|
|
| 80 | 1.8733 | 0.7420 | 1.2314 | 0.5872 | −0.5761 | 0.0472 | 0.0015 | 0.0047 | 1.0012 | 0.0008 |
|
|
| 100 | 1.9147 | 0.7345 | 1.2139 | 0.5512 | −0.5706 | 0.0449 | 0.0014 | 0.0040 | 1.0005 | 0.0007 |
|
|
| 200 | 2.0094 | 0.7229 | 1.1614 | 0.4176 | −0.5580 | 0.0321 | 0.0009 | 0.0018 | 1.0002 | 0.0004 |
|
| 0.5 | 50 | 1.6833 | 0.8291 | 0.9294 | 0.7915 | 0.6099 | 0.1152 | −0.0091 | 0.0132 | 0.9965 | 0.0034 |
|
|
| 80 | 1.7691 | 0.8090 | 0.9798 | 0.7392 | 0.5947 | 0.0925 | −0.0057 | 0.0078 | 0.9967 | 0.0019 |
|
|
| 100 | 1.8450 | 0.7902 | 1.0418 | 0.7351 | 0.5688 | 0.0807 | −0.0053 | 0.0063 | 0.9987 | 0.0020 |
|
|
| 200 | 1.9351 | 0.7581 | 1.0267 | 0.6239 | 0.5539 | 0.0586 | −0.0035 | 0.0035 | 0.9984 | 0.0009 |