Table 1.

Summary of the simulation results including bias and mean squared error (MSE) for the MLE estimator α̂ and β̂, where ζ is the mean inter-examination time, n is the sample size, and the true values are α₀ and β₀.

			ζ = 0.2				ζ = 0.5
			α̂		β̂		α̂		β̂
n	α0	β0	Bias	MSE	Bias	MSE	Bias	MSE	Bias	MSE
50	0.0	0.0	−0.007	0.043	0.010	0.113	0.023	0.042	−0.012	0.122
		0.5	0.002	0.040	0.032	0.120	0.036	0.043	0.044	0.133
		1.0	−0.003	0.043	0.042	0.136	0.052	0.055	0.133	0.174
	1.0	0.0	0.031	0.040	0.004	0.073	0.087	0.046	−0.002	0.125
		0.5	0.042	0.042	0.021	0.092	0.110	0.055	0.113	0.152
		1.0	0.030	0.048	0.037	0.093	0.116	0.069	0.165	0.151
100	0.0	0.0	−0.009	0.019	0.011	0.053	0.023	0.019	−0.014	0.058
		0.5	0.005	0.020	0.011	0.057	0.027	0.020	0.038	0.063
		1.0	0.004	0.019	0.021	0.056	0.041	0.026	0.103	0.082
	1.0	0.0	0.018	0.022	−0.007	0.034	0.067	0.023	−0.012	0.058
		0.5	0.021	0.019	0.012	0.038	0.078	0.026	0.089	0.086
		1.0	0.012	0.022	0.020	0.043	0.070	0.024	0.098	0.056
200	0.0	0.0	−0.006	0.009	0.004	0.025	0.024	0.010	−0.003	0.028
		0.5	0.002	0.009	0.007	0.027	0.026	0.010	0.034	0.032
		1.0	0.001	0.011	0.011	0.028	0.042	0.013	0.085	0.045
	1.0	0.0	0.003	0.010	0.002	0.017	0.054	0.012	−0.028	0.026
		0.5	0.008	0.009	0.006	0.018	0.066	0.014	0.074	0.057
		1.0	0.005	0.010	0.009	0.020	0.053	0.011	0.061	0.023

NOTE: MSE was the empirical mean-squared error. The average standard errors of MSE for (α̂, β̂) were (0.036, 0.087) when ζ = 0.2, and were (0.048, 0.128) when ζ = 0.5.