. Author manuscript; available in PMC: 2012 Aug 3.

Published in final edited form as: J Am Stat Assoc. 2012 Jan 1;105(489):302–311. doi: 10.1198/jasa.2009.tm08459

Table 1.

500 Monte Carlo samples of sample size 100 and 200 for two EM algorithms when ρ = 2. The estimated standard deviation is listed on the third column and the corresponding Monte Carlo standard deviation is listed in column 4

		True	Estimation	Est SD	MC SD	MSE
n = 100	β(MM)	−1.7	−1.9129	0.7565	0.7861	0.6633
	(PHF)	−1.7	−2.0157	0.7642	0.7846	0.7153
	α₁(MM)	−0.1	−0.1085	0.3103	0.3325	0.1106
	(PHF)	−0.1	−0.0940	0.3602	0.3371	0.1137
	α₂(MM)	0.55	0.5915	0.4598	0.4919	0.2437
	(PHF)	0.55	0.6121	0.4814	0.5103	0.2643
n = 200	β(MM)	−1.7	−1.7481	0.4558	0.4859	0.2384
	(PHF)	−1.7	−1.8226	0.4577	0.4856	0.2508
	α₁(MM)	−0.1	−0.1057	0.2185	0.2338	0.0547
	(PHF)	−0.1	−0.1167	0.2355	0.2360	0.0560
	α₂(MM)	0.55	0.5763	0.3251	0.3453	0.1199
	(PHF)	0.55	0.5836	0.3523	0.3618	0.1320