Table 1.
Summary of results in the first simulation study based on 1000 Monte Carlo replications for estimating μ; all values have been multiplied by 100.
n = 1000 | n = 5000 | n = 10,000 | |||||||
---|---|---|---|---|---|---|---|---|---|
Bias | RMSE | Coverage | Bias | RMSE | Coverage | Bias | RMSE | Coverage | |
4 | 26 | 94 | 4 | 20 | 94 | 3 | 19 | 94 | |
3 | 35 | 95 | 4 | 54 | 93 | 2 | 66 | 93 | |
4 | 26 | 95 | 4 | 33 | 96 | 1 | 59 | 96 | |
46 | 98 | 89 | 284 | 805 | 85 | 553 | 2284 | 83 | |
4 | 26 | 94 | 4 | 22 | 93 | 4 | 21 | 95 | |
4 | 29 | 95 | 3 | 30 | 93 | 2 | 32 | 94 | |
4 | 26 | 95 | 4 | 23 | 95 | 4 | 23 | 95 | |
23 | 44 | 92 | 21 | 41 | 89 | 15 | 38 | 93 | |
4 | 26 | 94 | 4 | 22 | 93 | 4 | 21 | 95 | |
4 | 29 | 95 | 3 | 30 | 94 | 2 | 32 | 94 | |
4 | 26 | 95 | 4 | 23 | 94 | 4 | 23 | 95 | |
23 | 44 | 92 | 21 | 41 | 89 | 15 | 38 | 92 |