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. Author manuscript; available in PMC: 2014 Jan 9.
Published in final edited form as: Biometrika. 2013 Jun 30;100(3):10.1093/biomet/ast016. doi: 10.1093/biomet/ast016

Table 1.

Simulation results for μ1(t) = r01t at t = 3; all entries except ern and erw are shown after multiplication by 102

α Biasn
V1n1/2
κz graphic file with name nihms502061ig12.jpg Biasr
V1r1/2
V1r1/2
graphic file with name nihms502061ig11.jpg Biasω
V1w1/2
ern
erw
μ2(t) = r02t2/2
0·5 −0·45 17·9 0 10% −0·13 18·0 18·2 94·5 −0·38 17·9 0·99 0·99
20% 0·09 18·3 18·1 94·6 −0·38 18·1 0·96 0·98
30% 0·25 18·7 18·0 94·0 −0·48 18·4 0·91 0·97
2·08 10% −0·18 18·3 18·1 93·8 −0·45 18·2 0·96 0·99
20% 0·00 18·6 18·1 93·7 −0·46 18·3 0·93 0·98
30% 0·49 18·9 18·1 92·9 −0·34 18·6 0·90 0·97
1·0 0·93 22·8 0 10% 1·05 22·9 22·2 93·8 0·86 22·9 0·99 0·99
20% 1·30 23·3 22·2 93·8 0·85 23·1 0·96 0·99
30% 1·79 23·4 22·3 94·2 1·10 23·2 0·94 0·98
2·08 10% 1·12 23·1 22·3 93·6 0·95 23·0 0·98 0·99
20% 1·42 23·1 22·3 94·2 0·99 23·0 0·97 0·99
30% 1·84 23·6 22·3 94·0 1·10 23·3 0·93 0·97
μ2(t) = r02(t + t2/2 + t3/9)
0·5 0·52 18·3 0 10% 0·17 18·6 18·1 93·8 2·04 18·7 0·97 1·03
20% 0·03 19·0 17·9 92·6 3·21 19·2 0·92 1·05
30% −0·06 19·7 17·8 91·5 4·56 19·8 0·86 1·07
2·08 10% 0·29 18·5 18·1 93·7 1·81 18·7 0·98 1·03
20% 0·11 19·0 17·9 92·9 2·92 19·3 0·93 1·05
30% 0·52 19·7 17·8 91·9 4·72 20·4 0·86 1·13
1·0 2·07 21·8 0 10% 1·63 22·0 22·1 94·6 4·90 22·5 0·98 1·09
20% 1·35 22·3 21·9 94·4 6·62 23·1 0·96 1·16
30% 1·20 22·8 21·8 93·7 8·55 23·8 0·91 1·22
2·08 10% 1·59 21·9 22·2 94·9 4·32 22·4 0·99 1·08
20% 1·32 22·3 22·0 94·4 6·21 23·1 0·95 1·14
30% 1·35 22·7 21·9 94·1 8·13 23·8 0·92 1·23