i = 20, n_i = 5

i = 10, n_i = 10

i = 20, n_i = 20

i = 10, n_i = 40

$\theta =0.2$

$\theta =2$

$\theta =0.2$

$\theta =2$

$\theta =0.2$

$\theta =2$

$\theta =0.2$

$\theta =2$

Gamma

β

Bias

0.0033

0.0033

0.0404

0.0404

0.0129

0.0129

0.0111

0.0111

MSE

0.0902

0.0902

0.0848

0.0848

0.0197

0.0197

0.0205

0.0205

θ

Bias

0.1769

0.1275

0.1779

0.1415

0.1855

1.7174

0.1885

0.8544

MSE

0.0342

1.6929

0.0351

2.2926

0.0348

8.4969

2.3108

0.0359

Inverse Gaussian

β

Bias

0.0033

0.0033

0.0404

0.0404

0.0129

0.0129

0.0111

0.0111

MSE

0.0902

0.0902

0.0848

0.0848

0.0197

0.0197

0.0205

0.0205

θ

Bias

0.5301

1.2699

0.4349

1.3651

0.6250

1.1749

0.5082

1.2918

MSE

0.6603

1.9919

0.3618

2.0361

0.5285

1.5184

0.3200

1.7306

Positive Stable

β

Bias

0.0124

0.0124

0.0359

0.0359

0.0055

0.0055

0.0076

0.0076

MSE

0.0742

0.0742

0.0863

0.0863

0.0256

0.0256

0.0369

0.0369