Table 6.
Simulation results: proportion of replications where the maximum likelihood estimator is larger than the true value of the parameter for the Weibull model
|
|
|
|
Naive estimator |
TBE |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|
λ | β | p | n | ||||||||
0.05 |
0.5 |
0.25 |
100 |
100% |
100% |
81.4% |
71.9% |
||||
|
|
|
500 |
100% |
100% |
64.6% |
64.5% |
||||
0.05 |
0.5 |
0.50 |
100 |
100% |
100% |
63.3% |
60.1% |
||||
|
|
|
500 |
100% |
100% |
53.4% |
51.0% |
||||
0.05 |
0.5 |
0.80 |
100 |
100% |
99.6% |
52.0% |
53.3% |
||||
|
|
|
500 |
100% |
100% |
48.6% |
51.6% |
||||
1 |
0.5 |
0.25 |
100 |
100% |
100% |
79.3% |
76.0% |
||||
|
|
|
500 |
100% |
100% |
62.0% |
61.2% |
||||
1 |
0.5 |
0.50 |
100 |
100% |
100% |
65.9% |
64.6% |
||||
|
|
|
500 |
100% |
100% |
53.8% |
51.8% |
||||
1 |
0.5 |
0.80 |
100 |
100% |
99.5% |
52.7% |
52.2% |
||||
|
|
|
500 |
100% |
100% |
51.9% |
50.6% |
||||
0.05 |
2 |
0.25 |
100 |
100% |
98.1% |
52.1% |
61.6% |
||||
|
|
|
500 |
100% |
100% |
52.2% |
53.7% |
||||
0.05 |
2 |
0.50 |
100 |
100% |
94.2% |
51.6% |
53.3% |
||||
|
|
|
500 |
100% |
100% |
50.6% |
51.0% |
||||
0.05 |
2 |
0.80 |
100 |
100% |
85.4% |
56.1% |
55.8% |
||||
|
|
|
500 |
100% |
97.9% |
52.2% |
49.6% |
||||
1 |
2 |
0.25 |
100 |
100% |
98.2% |
56.2% |
62.5% |
||||
|
|
|
500 |
100% |
99.9% |
50.1% |
54.8% |
||||
1 |
2 |
0.50 |
100 |
100% |
94.3% |
53.9% |
54.2% |
||||
|
|
|
500 |
100% |
99.9% |
47.1% |
48.1% |
||||
1 |
2 |
0.80 |
100 |
100% |
85.3% |
54.1% |
54.2% |
||||
500 | 100% | 97.9% | 52.7% | 52.2% |
Calculations were made on the replications where there was no problem of maximization. Abbreviations : TBE truncation-based estimator.