Table 3.
Simulation results for log-normal models with sn = 20, α0j = 0.35, and ρ = 0.5 under exponential censoring
| % censoring | qn | |
 | |
PSIS | PSIS-L | PSIS-A | PSIS-S | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| FN | FP | FN | FP | FN | FP | FN | FP | |||
| 20 | 1e-6 | 1.07 | 0.95 | 5e-7 | 0.95 | 0.00 | 0.95 | 0.00 | 0.95 | 0.00 |
| 20 | 1e-5 | 2.92 | 0.86 | 1e-5 | 0.87 | 0.00 | 0.87 | 0.00 | 0.88 | 0.00 |
| 20 | 1e-4 | 7.83 | 0.71 | 1e-4 | 0.72 | 0.00 | 0.72 | 0.00 | 0.76 | 0.00 |
| 20 | 1e-3 | 31.64 | 0.50 | 1e-3 | 0.54 | 0.00 | 0.54 | 0.00 | 0.74 | 0.00 |
| 20 | 0.01 | 225.09 | 0.25 | 0.01 | 0.45 | 0.00 | 0.46 | 0.00 | 0.54 | 0.00 |
| 20 | 0.10 | 2072.03 | 0.07 | 0.10 | 0.38 | 0.00 | 0.39 | 0.00 | 0.58 | 0.00 |
| 20 | 0.20 | 4086.02 | 0.04 | 0.20 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.30 | 6091.88 | 0.02 | 0.30 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.40 | 8096.85 | 0.01 | 0.40 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.50 | 10084.36 | 0.01 | 0.50 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.60 | 12071.20 | 0.01 | 0.60 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.70 | 14053.60 | 0.00 | 0.70 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.80 | 16035.81 | 0.00 | 0.80 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 0.90 | 18014.10 | 0.00 | 0.90 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 20 | 1.00 | 19999.96 | 0.00 | 1.00 | 0.38 | 0.00 | 0.39 | 0.00 | 1.00 | 0.00 |
| 50 | 1e-6 | 0.58 | 0.97 | 2e-6 | 0.97 | 0.00 | 0.97 | 0.00 | 0.97 | 0.00 |
| 50 | 1e-5 | 1.68 | 0.92 | 8e-6 | 0.92 | 0.00 | 0.92 | 0.00 | 0.93 | 0.00 |
| 50 | 1e-4 | 5.74 | 0.80 | 9e-5 | 0.81 | 0.00 | 0.81 | 0.00 | 0.85 | 0.00 |
| 50 | 1e-3 | 28.12 | 0.61 | 1e-3 | 0.66 | 0.00 | 0.66 | 0.00 | 0.82 | 0.00 |
| 50 | 0.01 | 217.45 | 0.35 | 0.01 | 0.63 | 0.00 | 0.65 | 0.00 | 0.74 | 0.00 |
| 50 | 0.10 | 2053.91 | 0.10 | 0.10 | 0.79 | 0.00 | 0.80 | 0.00 | 0.79 | 0.00 |
| 50 | 0.20 | 4066.55 | 0.05 | 0.20 | 0.81 | 0.00 | 0.82 | 0.00 | 1.00 | 0.00 |
| 50 | 0.30 | 6071.31 | 0.03 | 0.30 | 0.81 | 0.00 | 0.82 | 0.00 | 1.00 | 0.00 |
| 50 | 0.40 | 8071.39 | 0.02 | 0.40 | 0.82 | 0.00 | 0.82 | 0.00 | 1.00 | 0.00 |
| 50 | 0.50 | 10067.45 | 0.01 | 0.50 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 50 | 0.60 | 12061.88 | 0.01 | 0.60 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 50 | 0.70 | 14045.89 | 0.00 | 0.70 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 50 | 0.80 | 16030.90 | 0.00 | 0.80 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 50 | 0.90 | 18017.08 | 0.00 | 0.90 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 50 | 1.00 | 19999.99 | 0.00 | 1.00 | 0.82 | 0.00 | 0.83 | 0.00 | 1.00 | 0.00 |
| 70 | 1e-6 | 0.07 | 1.00 | 8e-7 | 1.00 | 0.00 | 1.00 | 0.00 | 1.00 | 0.00 |
| 70 | 1e-5 | 0.45 | 0.98 | 7e-6 | 0.98 | 0.00 | 0.98 | 0.00 | 0.99 | 0.00 |
| 70 | 1e-4 | 2.62 | 0.95 | 8e-5 | 0.95 | 0.00 | 0.95 | 0.00 | 0.96 | 0.00 |
| 70 | 1e-3 | 20.59 | 0.83 | 9e-4 | 0.86 | 0.00 | 0.87 | 0.00 | 0.93 | 0.00 |
| 70 | 0.01 | 201.80 | 0.59 | 0.01 | 0.98 | 0.00 | 0.98 | 0.00 | 0.96 | 0.00 |
| 70 | 0.10 | 2032.38 | 0.24 | 0.10 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.20 | 4057.72 | 0.15 | 0.20 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.30 | 6071.12 | 0.10 | 0.30 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.40 | 8075.48 | 0.07 | 0.40 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.50 | 10069.12 | 0.05 | 0.50 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.60 | 12056.30 | 0.04 | 0.60 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.70 | 14044.67 | 0.03 | 0.70 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.80 | 16029.99 | 0.02 | 0.80 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 0.90 | 18015.69 | 0.01 | 0.90 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |
| 70 | 1.00 | 19999.99 | 0.00 | 1.00 | 0.99 | 0.00 | 0.99 | 0.00 | 1.00 | 0.00 |