Table 3.
Mean | MSE × 1000 | EC | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
p | n | log(κp) | Lin | Ch. | PI | Lin | Ch. | PI | Lin | Ch. | TI | |
μD = 0 | 0.80 | 20 | 1.981 | 2.014 | 1.977 | 1.985 | 10.409 | 8.492 | 8.496 | 95.7 | 94.7 | 98.5 |
σD = 5.65 | 100 | 1.997 | 1.980 | 1.981 | 2.040 | 1.617 | 1.615 | 97.4 | 94.8 | 98.5 | ||
0.85 | 20 | 2.097 | 2.131 | 2.093 | 2.102 | 10.425 | 8.491 | 8.498 | 95.7 | 94.7 | 98.3 | |
100 | 2.133 | 2.096 | 2.098 | 2.048 | 1.616 | 1.615 | 97.4 | 94.8 | 98.3 | |||
0.90 | 20 | 2.231 | 2.264 | 2.227 | 2.235 | 10.381 | 8.496 | 8.491 | 95.7 | 94.7 | 97.9 | |
100 | 2.246 | 2.229 | 2.231 | 2.027 | 1.618 | 1.615 | 97.3 | 94.4 | 97.9 | |||
0.95 | 20 | 2.406 | 2.439 | 2.402 | 2.410 | 10.399 | 8.495 | 8.491 | 95.7 | 94.7 | 97.6 | |
100 | 2.421 | 2.405 | 2.406 | 2.036 | 1.617 | 1.615 | 97.3 | 94.7 | 97.6 | |||
μD = 2.174 | 0.80 | 20 | 2.052 | 2.076 | 2.047 | 2.054 | 10.286 | 9.216 | 9.135 | 95.2 | 94.9 | 97.4 |
σD = 5.65 | 100 | 2.061 | 2.048 | 2.050 | 2.167 | 1.983 | 1.971 | 95.5 | 93.4 | 95.4 | ||
0.85 | 20 | 2.167 | 2.192 | 2.161 | 2.169 | 10.347 | 9.109 | 9.030 | 95.2 | 94.9 | 96.9 | |
100 | 2.178 | 2.163 | 2.165 | 2.192 | 1.961 | 1.951 | 95.7 | 93.3 | 95.0 | |||
0.90 | 20 | 2.300 | 2.326 | 2.293 | 2.300 | 10.364 | 8.998 | 8.902 | 95.3 | 94.8 | 96.6 | |
100 | 2.311 | 2.296 | 2.297 | 2.199 | 1.943 | 1.930 | 95.8 | 93.1 | 94.2 | |||
0.95 | 20 | 2.473 | 2.501 | 2.465 | 2.472 | 10.487 | 8.834 | 8.735 | 95.6 | 94.9 | 96.2 | |
100 | 2.486 | 2.469 | 2.470 | 2.253 | 1.904 | 1.892 | 96.1 | 93.3 | 93.8 | |||
μD = 5 | 0.80 | 20 | 2.287 | 2.281 | 2.276 | 2.281 | 8.736 | 9.211 | 9.061 | 91.9 | 94.6 | 91.0 |
σD = 5.65 | 100 | 2.278 | 2.286 | 2.287 | 1.954 | 1.890 | 1.886 | 91.9 | 94.7 | 92.6 | ||
0.85 | 20 | 2.391 | 2.398 | 2.378 | 2.383 | 8.748 | 8.658 | 8.505 | 93.6 | 95.0 | 91.4 | |
100 | 2.395 | 2.390 | 2.390 | 1.890 | 1.751 | 1.747 | 95.3 | 94.5 | 92.8 | |||
0.90 | 20 | 2.508 | 2.531 | 2.495 | 2.500 | 9.231 | 8.114 | 7.965 | 94.9 | 94.6 | 91.9 | |
100 | 2.528 | 2.507 | 2.508 | 2.272 | 1.616 | 1.613 | 97.7 | 94.5 | 92.8 | |||
0.95 | 20 | 2.662 | 2.706 | 2.647 | 2.652 | 10.660 | 7.624 | 7.463 | 97.2 | 94.1 | 92.0 | |
100 | 2.703 | 2.660 | 2.661 | 3.569 | 1.485 | 1.481 | 99.1 | 94.4 | 93.2 | |||
μD = 0 | 0.80 | 20 | 2.579 | 2.618 | 2.581 | 2.589 | 10.282 | 7.911 | 8.011 | 97.1 | 96.7 | 99.1 |
σD = 10.28 | 100 | 2.595 | 2.577 | 2.579 | 2.121 | 1.647 | 1.639 | 97.2 | 94.3 | 98.5 | ||
0.85 | 20 | 2.695 | 2.734 | 2.697 | 2.705 | 10.301 | 7.911 | 8.014 | 97.1 | 96.7 | 98.7 | |
100 | 2.711 | 2.693 | 2.695 | 2.128 | 1.642 | 1.639 | 97.2 | 94.4 | 98.2 | |||
0.90 | 20 | 2.828 | 2.868 | 2.830 | 2.839 | 10.327 | 7.912 | 8.018 | 97.1 | 96.7 | 98.3 | |
100 | 2.844 | 2.827 | 2.828 | 2.139 | 1.641 | 1.640 | 97.2 | 94.4 | 97.8 | |||
0.95 | 20 | 3.003 | 3.043 | 3.006 | 3.014 | 10.349 | 7.911 | 8.020 | 97.1 | 96.7 | 98.0 | |
100 | 3.020 | 3.002 | 3.004 | 2.148 | 1.640 | 1.640 | 97.2 | 94.5 | 97.5 | |||
μD = 2.174 | 0.80 | 20 | 2.601 | 2.627 | 2.593 | 2.601 | 9.833 | 8.595 | 8.502 | 95.3 | 95.2 | 97.9 |
σD = 10.28 | 100 | 2.613 | 2.597 | 2.599 | 2.171 | 1.819 | 1.809 | 96.3 | 93.5 | 96.9 | ||
0.85 | 20 | 2.717 | 2.743 | 2.709 | 2.717 | 9.846 | 8.567 | 8.473 | 95.3 | 95.3 | 97.8 | |
100 | 2.729 | 2.713 | 2.715 | 2.177 | 1.816 | 1.806 | 96.3 | 93.6 | 96.9 | |||
0.90 | 20 | 2.850 | 2.877 | 2.842 | 2.849 | 9.864 | 8.529 | 8.435 | 95.4 | 95.2 | 97.3 | |
100 | 2.862 | 2.847 | 2.848 | 2.185 | 1.812 | 1.802 | 96.3 | 93.6 | 96.4 | |||
0.95 | 20 | 3.025 | 3.052 | 3.016 | 3.024 | 9.879 | 8.848 | 8.379 | 95.5 | 95.3 | 97.1 | |
100 | 3.038 | 3.022 | 3.023 | 2.192 | 1.807 | 1.797 | 96.4 | 93.7 | 95.8 | |||
μD = 5 | 0.80 | 20 | 2.689 | 2.706 | 2.682 | 2.689 | 9.727 | 9.684 | 9.550 | 93.6 | 94.1 | 95.8 |
σD = 10.28 | 100 | 2.698 | 2.688 | 2.689 | 2.103 | 1.994 | 1.988 | 95.8 | 93.8 | 95.1 | ||
0.85 | 20 | 2.803 | 2.823 | 2.795 | 2.802 | 9.810 | 9.444 | 9.313 | 94.0 | 94.2 | 95.7 | |
100 | 2.814 | 2.802 | 2.803 | 2.147 | 1.947 | 1.942 | 95.9 | 94.0 | 94.5 | |||
0.90 | 20 | 2.934 | 2.956 | 2.925 | 2.932 | 9.907 | 9.175 | 9.037 | 94.0 | 94.4 | 95.2 | |
100 | 2.947 | 2.933 | 2.934 | 2.204 | 1.890 | 1.886 | 96.0 | 93.8 | 94.0 | |||
0.95 | 20 | 3.105 | 3.131 | 3.095 | 3.102 | 10.112 | 8.826 | 8.684 | 94.1 | 94.1 | 94.7 | |
100 | 3.123 | 3.104 | 3.105 | 2.335 | 1.812 | 1.808 | 96.5 | 94.1 | 93.6 |
Simulation results. log(κp) refers to the actual log-transformed Total Deviation Index (TDI) simulated, whereas Mean and MSE correspond to the mean value and mean squared error of the log-transformed TDI estimates from each of the scenarios considered, based on Lin, Choudhary and our Probability Interval (PI) approaches respectively. EC refers to the empirical confidence based on the 95% confidence level based on Lin, Choudhary (Ch.) and our Tolerance Interval (TI) upper bounds of the log-transformed TDI estimates respectively.