Table 2.
n | υ | True | G̃ (t, υ) | Ĝ(t, υ) | ||||||
---|---|---|---|---|---|---|---|---|---|---|
Bias | SE | SEE | CP | Bias | SE | SEE | CP | |||
300 | 0.25 | 97.0 | −0.1 | 3.3 | 2.9 | 96 | −0.1 | 2.7 | 2.6 | 87 |
0.50 | 94.9 | −0.0 | 2.7 | 2.6 | 96 | −0.2 | 2.4 | 2.4 | 96 | |
0.75 | 92.0 | −0.1 | 2.5 | 2.5 | 96 | −0.4 | 2.3 | 2.4 | 96 | |
1.0 | 85.6 | −0.2 | 2.6 | 2.5 | 94 | −1.5 | 2.5 | 2.5 | 92 | |
500 | 0.25 | 97.0 | −0.0 | 2.5 | 2.2 | 95 | −0.1 | 2.1 | 2.1 | 93 |
0.50 | 94.9 | −0.0 | 2.1 | 2.0 | 95 | −0.2 | 1.8 | 1.9 | 96 | |
0.75 | 92.0 | 0.0 | 2.0 | 1.9 | 95 | −0.5 | 1.8 | 1.8 | 96 | |
1.0 | 85.6 | −0.1 | 2.1 | 2.0 | 94 | −1.4 | 2.0 | 2.0 | 90 |
True, the true value (×100) of G(t = 5 years, υ); Bias, the sampling bias (×100); SE, the sampling standard error (×100); SEE, the sampling mean (×100) of the standard error estimator; CP, the coverage probability (×100) of the 95% confidence interval. Each entry is based on 2000 replicates.