Table 3.
Simulation results: estimations of bias and mean squared error for the Weibull model
| |
|
|
|
|
|
Naive estimator |
|
TBE |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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|
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| λ | β | p | n | BIAS | MSE | BIAS | MSE | BIAS | MSE | BIAS | MSE | NPM | ||||
| 0.05 |
0.5 |
0.25 |
100 |
4.04 |
16.7 |
0.200 |
0.044 |
0.465 |
0.51 |
0.046 |
0.007 |
312 |
||||
| |
|
|
500 |
3.95 |
15.6 |
0.195 |
0.039 |
0.106 |
0.04 |
0.013 |
0.001 |
201 |
||||
| 0.05 |
0.5 |
0.50 |
100 |
0.762 |
0.60 |
0.167 |
0.031 |
0.068 |
0.018 |
0.024 |
0.005 |
172 |
||||
| |
|
|
500 |
0.747 |
0.56 |
0.164 |
0.028 |
0.015 |
0.003 |
0.003 |
0.001 |
22 |
||||
| 0.05 |
0.5 |
0.80 |
100 |
0.160 |
0.027 |
0.119 |
0.017 |
0.008 |
0.002 |
0.009 |
0.004 |
9 |
||||
| |
|
|
500 |
0.156 |
0.025 |
0.113 |
0.013 |
0.001 |
<0.001 |
0.001 |
<0.001 |
0 |
||||
| 1 |
0.5 |
0.25 |
100 |
80.4 |
6612 |
0.201 |
0.044 |
8.68 |
183 |
0.046 |
0.007 |
300 |
||||
| |
|
|
500 |
78.9 |
6249 |
0.194 |
0.038 |
2.07 |
17 |
0.012 |
0.001 |
186 |
||||
| 1 |
0.5 |
0.50 |
100 |
15.0 |
233 |
0.174 |
0.034 |
1.53 |
7.99 |
0.031 |
0.006 |
163 |
||||
| |
|
|
500 |
15.0 |
225 |
0.164 |
0.028 |
0.32 |
1.17 |
0.003 |
0.001 |
24 |
||||
| 1 |
0.5 |
0.80 |
100 |
3.20 |
10.8 |
0.117 |
0.017 |
0.16 |
0.67 |
0.007 |
0.004 |
13 |
||||
| |
|
|
500 |
3.15 |
10.0 |
0.112 |
0.013 |
0.041 |
0.15 |
<0.001 |
<0.001 |
0 |
||||
| 0.05 |
2 |
0.25 |
100 |
0.121 |
0.015 |
0.354 |
0.16 |
<0.001 |
0.002 |
0.097 |
0.075 |
8 |
||||
| |
|
|
500 |
0.120 |
0.014 |
0.333 |
0.12 |
-0.004 |
0.001 |
0.020 |
0.016 |
2 |
||||
| 0.05 |
2 |
0.50 |
100 |
0.065 |
0.004 |
0.278 |
0.11 |
-0.004 |
<0.001 |
0.047 |
0.074 |
6 |
||||
| |
|
|
500 |
0.064 |
0.004 |
0.264 |
0.08 |
-0.002 |
<0.001 |
0.004 |
0.016 |
0 |
||||
| 0.05 |
2 |
0.80 |
100 |
0.032 |
0.001 |
0.182 |
0.063 |
<0.001 |
<0.001 |
0.046 |
0.063 |
1 |
||||
| |
|
|
500 |
0.032 |
0.001 |
0.157 |
0.031 |
<0.001 |
<0.001 |
0.008 |
0.014 |
0 |
||||
| 1 |
2 |
0.25 |
100 |
2.41 |
5.84 |
0.364 |
0.17 |
0.090 |
0.79 |
0.10 |
0.075 |
1 |
||||
| |
|
|
500 |
2.41 |
5.79 |
0.336 |
0.12 |
-0.082 |
0.38 |
0.02 |
0.015 |
0 |
||||
| 1 |
2 |
0.50 |
100 |
1.29 |
1.68 |
0.283 |
0.12 |
-0.073 |
0.33 |
0.052 |
0.069 |
3 |
||||
| |
|
|
500 |
1.29 |
1.65 |
0.261 |
0.07 |
-0.065 |
0.12 |
-0.002 |
0.017 |
0 |
||||
| 1 |
2 |
0.80 |
100 |
0.638 |
0.41 |
0.186 |
0.065 |
-0.024 |
0.086 |
0.045 |
0.064 |
0 |
||||
| 500 | 0.636 | 0.40 | 0.154 | 0.030 | -0.007 | 0.014 | 0.004 | 0.013 | 0 | |||||||
The mean squared error formula is . Calculations were made on the replications where there was no problem of maximization. In the last column appear the number of problems of maximization for the truncation-based approach. There was no problem of maximization for the naive approach. Abbreviations : TBE truncation-based estimator, MSE mean squared error, NPM number of maximization problems.