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. Author manuscript; available in PMC: 2009 Oct 14.
Published in final edited form as: Stat Med. 2008 Jan 30;27(2):280–296. doi: 10.1002/sim.3035

Table I.

The ratios of the Monte Carlo variances related to the estimators of FX(u) and FY (u)

N = 100, p = 2
 N = 100, p = 4
 N = 300, p = 2
u ΔY(u) ΔX(u) ΔY(u) ΔX(u) ΔY(u) ΔX(u)
-3 1.999 2.551 1.976 2.955 1.775 1.903
-2.547 1.638 1.733 1.065 1.153 1.591 1.394
-2.093 1.034 1.121 0.891 0.999 1.087 1.107
-1.640 0.990 1.109 0.995 0.998 0.990 1.004
-1.187 1.075 1.044 1.215 1.198 1.039 1.021
-0.733 1.166 1.206 1.407 1.511 1.162 1.251
-0.280 1.255 1.247 1.607 1.612 1.299 1.311
0.173 1.255 1.278 1.614 1.711 1.253 1.321
0.627 1.166 1.209 1.416 1.541 1.099 1.008
1.080 1.090 1.107 1.128 1.119 1.028 1.011
1.533 1.022 1.111 0.923 1.005 1.001 1.102
1.987 1.023 1.035 0.922 1.012 1.007 1.014
2.440 1.385 1.393 1.351 1.255 1.255 1.199
2.893 2.119 2.422 2.571 2.482 1.784 1.898
3.347 2.689 3.039 3.036 2.953 2.053 2.147