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Table 1 Monte Carlo simulation results: Biases, MSEs and CPs

From: The power-Cauchy negative-binomial: properties and regression

   I II III
Parameter m Bias MSE CP Bias MSE CP Bias MSE CP
p 50 − 0.233 0.218 0.94 − 0.021 0.169 0.94 0.205 0.195 0.93
  100 − 0.209 0.200 0.96 0.016 0.154 0.98 0.154 0.147 0.96
  200 − 0.188 0.183 0.96 0.055 0.150 0.96 0.111 0.100 0.95
  500 − 0.142 0.143 0.95 0.054 0.127 0.96 0.092 0.080 0.95
n 50 − 0.038 0.045 0.96 0.076 0.172 0.98 1.104 0.896 0.95
  100 − 0.036 0.024 0.98 − 0.016 0.022 0.96 0.983 0.521 0.95
  200 − 0.034 0.012 0.95 − 0.007 0.014 0.95 0.514 0.165 0.96
  500 − 0.027 0.006 0.95 − 0.010 0.006 0.95 − 0.024 0.013 0.95
α 50 0.124 0.071 0.99 0.370 0.217 0.98 0.077 0.153 0.95
  100 0.072 0.025 0.98 0.172 0.162 0.98 0.005 0.062 0.97
  200 0.046 0.010 0.96 0.093 0.074 0.97 − 0.012 0.031 0.95
  500 0.028 0.004 0.95 0.061 0.034 0.95 − 0.024 0.013 0.95
σ 50 0.312 0.573 0.93 − 0.033 0.351 0.92 0.069 1.010 1.00
  100 − 0.042 0.290 0.95 − 0.025 0.219 0.96 0.083 1.000 1.00
  200 − 0.096 0.107 0.96 − 0.018 0.168 0.96 0.101 0.902 0.99
  500 − 0.107 0.098 0.95 − 0.004 0.113 0.98 0.100 0.725 0.95
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