Table 7.
Simulation results: proportion of replications where the maximum likelihood estimator is larger than the true value of the parameter for the log-logistic model
|
|
|
|
1Naive estimator |
TBE |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|
λ | β | p | n | ||||||||
0.05 |
0.5 |
0.25 |
100 |
100% |
100% |
67.2% |
67.7% |
||||
|
|
|
500 |
100% |
100% |
53.6% |
52.0% |
||||
0.05 |
0.5 |
0.50 |
100 |
100% |
100% |
55.4% |
57.5% |
||||
|
|
|
500 |
100% |
100% |
51.1% |
52.0% |
||||
0.05 |
0.5 |
0.80 |
100 |
100% |
100% |
51.1% |
53.2% |
||||
|
|
|
500 |
100% |
100% |
50.8% |
51.5% |
||||
1 |
0.5 |
0.25 |
100 |
100% |
100% |
67.7% |
66.1% |
||||
|
|
|
500 |
100% |
100% |
55.9% |
56.1% |
||||
1 |
0.5 |
0.50 |
100 |
100% |
100% |
54.9% |
57.2% |
||||
|
|
|
500 |
100% |
100% |
53.4% |
53.4% |
||||
1 |
0.5 |
0.80 |
100 |
100% |
100% |
55.1% |
56.5% |
||||
|
|
|
500 |
100% |
100% |
51.9% |
52.0% |
||||
0.05 |
2 |
0.25 |
100 |
100% |
100% |
53.2% |
55.9% |
||||
|
|
|
500 |
100% |
100% |
51.8% |
51.8% |
||||
0.05 |
2 |
0.50 |
100 |
100% |
100% |
55.0% |
54.2% |
||||
|
|
|
500 |
100% |
100% |
53.3% |
52.2% |
||||
0.05 |
2 |
0.80 |
100 |
100% |
100% |
50.3% |
51.5% |
||||
|
|
|
500 |
100% |
100% |
53.9% |
54.4% |
||||
1 |
2 |
0.25 |
100 |
100% |
100% |
52.7% |
56.1% |
||||
|
|
|
500 |
100% |
100% |
53.3% |
51.0% |
||||
1 |
2 |
0.50 |
100 |
100% |
100% |
54.3% |
56.4% |
||||
|
|
|
500 |
100% |
100% |
50.1% |
49.5% |
||||
1 |
2 |
0.80 |
100 |
100% |
100% |
52.0% |
53.7% |
||||
500 | 100% | 100% | 52.9% | 55.0% |
Calculations were made on the replications where there was no problem of maximization. Abbreviations : TBE truncation-based estimator.