α=0.2 β=−0.5 | α=0.5 β=−0.5 | |||||||
---|---|---|---|---|---|---|---|---|
n | Parameter | AE | Bias | MSE | Parameter | AE | Bias | MSE |
50 | μ | -0.0499 | -0.0499 | 0.3033 | μ | -0.0602 | -0.0602 | 0.2529 |
σ | 0.9025 | -0.0975 | 0.2581 | σ | 1.1766 | 0.1766 | 42.5479 | |
α | 0.1926 | -0.0074 | 0.0358 | α | 0.6543 | 0.1543 | 20.1315 | |
β | -0.7939 | -0.2939 | 1.6520 | β | -1.0228 | -0.5228 | 3.4332 | |
150 | μ | -0.0518 | -0.0518 | 0.2303 | μ | -0.0003 | -0.0003 | 0.1117 |
σ | 0.8911 | -0.1089 | 0.1107 | σ | 0.9765 | -0.0235 | 0.1005 | |
α | 0.1771 | -0.0229 | 0.0137 | α | 0.4934 | -0.0066 | 0.0487 | |
β | -0.5812 | -0.0812 | 0.4428 | β | -0.9119 | -0.4119 | 2.1433 | |
300 | μ | -0.0395 | -0.0395 | 0.1105 | μ | 0.0037 | 0.0037 | 0.0551 |
σ | 0.8787 | -0.1213 | 0.0772 | σ | 0.9877 | -0.0123 | 0.0452 | |
α | 0.1737 | -0.0263 | 0.0099 | α | 0.4973 | -0.0027 | 0.0211 | |
β | -0.5532 | -0.0532 | 0.1873 | β | -0.7216 | -0.2216 | 0.9713 | |
α=0.2 β=0.7 | α=0.5 β=0.7 | |||||||
n | Parameter | AE | Bias | MSE | Parameter | AE | Bias | MSE |
50 | μ | 0.0436 | 0.0436 | 0.3052 | μ | 0.0792 | 0.0792 | 0.2650 |
σ | 0.9008 | -0.0992 | 0.1778 | σ | 1.1175 | 0.1175 | 83.1835 | |
α | 0.1933 | -0.0067 | 0.0251 | α | 0.6144 | 0.1144 | 42.5964 | |
β | 0.5943 | -0.1057 | 0.1579 | β | 0.4014 | -0.2986 | 0.8603 | |
150 | μ | -0.0064 | -0.0064 | 0.2759 | μ | 0.0152 | 0.0152 | 0.1170 |
σ | 0.8930 | -0.1070 | 0.1148 | σ | 0.9899 | -0.0101 | 0.0938 | |
α | 0.1864 | -0.0136 | 0.0151 | α | 0.5029 | 0.0029 | 0.0474 | |
β | 0.6668 | -0.0332 | 0.0500 | β | 0.6043 | -0.0957 | 0.1170 | |
300 | μ | 0.0624 | 0.0624 | 0.1436 | μ | -0.0038 | -0.0038 | 0.0616 |
σ | 0.8393 | -0.1607 | 0.0897 | σ | 0.9916 | -0.0084 | 0.0460 | |
α | 0.1713 | -0.0287 | 0.0117 | α | 0.5012 | 0.0012 | 0.0227 | |
β | 0.6797 | -0.0203 | 0.0310 | β | 0.6603 | -0.0397 | 0.0356 |