Table 5.
Simulation results: proportion of replications where the maximum likelihood estimator is larger than the true value of the parameter for the exponential model
| λ | p | n | Naive estimator | TBE |
|---|---|---|---|---|
| 0.05 |
0.25 |
100 |
100% |
61.6% |
| |
|
500 |
100% |
55.3% |
| 0.05 |
0.50 |
100 |
100% |
55.3% |
| |
|
500 |
100% |
50.4% |
| 0.05 |
0.80 |
100 |
100% |
51.1% |
| |
|
500 |
100% |
51.7% |
| 1 |
0.25 |
100 |
100% |
54.8% |
| |
|
500 |
100% |
50.7% |
| 1 |
0.50 |
100 |
100% |
53.2% |
| |
|
500 |
100% |
48.0% |
| 1 |
0.80 |
100 |
100% |
50.0% |
| 500 | 100% | 51.0% |
Calculations were made on the replications where there was no problem of maximization. Abbreviations : TBE truncation-based estimator.