Table 5.

Mean Square Errors and Bias for the ${\bar{\mathit{y}}}_{\mathit{r}\mathit{N}}$ and ${\bar{\mathit{y}}}_{\mathit{r}\mathit{e}\mathit{g}\mathit{N}}$ using Jump data set.

Sample size	${\bar{\mathit{y}}}_{\mathit{r}\mathit{N}}$		${\bar{\mathit{y}}}_{\mathit{r}\mathit{e}\mathit{g}\mathit{N}}$
	MSE	BIAS	MSE	BIAS
n = [100,100]	[0.06529, 0.06610]	[0.3312, 0.3397]	[0.09312, 0.09371]	[0.4129, 0.4173]
n = [150,150]	[0.00724, 0.00782]	[0.0987, 0.0921]	[0.00587, 0.00623]	[0.0711, 0.0772]
n = [200,200]	[0.00683, 0.00719]	[0.0812, 0.0842]	[0.00491, 0.00547]	[0.0643, 0.0701]
n = [250,250]	[0.00595, 0.00673]	[0.0743, 0.0792]	[0.00397, 0.00412]	[0.0588, 0.0629]
n = [300,300]	[0.00427, 0.00519]	[0.0677, 0.0710]	[0.00265, 0.00335]	[0.0491, 0.0569]