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

Log-normal

β

Bias

0.0010

0.0133

0.0011

0.0367

0.0031

0.0032

0.0053

0.0075

MSE

0.0724

0.0743

0.0827

0.0869

0.0184

0.0229

0.0185

0.0191

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

Inverse-Gaussian

β

Bias

0.0106

0.0084

0.0205

0.0173

0.0165

0.0159

0.0207

0.0132

MSE

0.0862

0.0870

0.1046

0.0977

0.0218

0.0214

0.0234

0.0218

θ

Bias

1.1179

1.7214

1.030

1.7889

1.7383

1.7197

1.235

1.7964

MSE

2.4764

3.0827

1.8606

3.2559

4.3447

2.9825

1.8648

3.2369

Positive Stable

β

Bias

0.0113

0.0113

0.0227

0.0227

0.0070

0.0075

0.0335

0.0335

MSE

0.0758

0.0758

0.1236

0.1236

0.0192

0.0191

0.0226

0.0226

θ

Bias

0.5327

2.233

0.5966

2.3966

1.7174

7.6200

3.9390

5.7390

MSE

3.0017

8.1595

3.2610

8.6488

8.4969

79.1822

23.1695

40.5900