Table 3. Performance of τ under different gamma process priors.

Scenario	Priora			Mean(Bias)b	ESEc	MSEd	CPe
	η	k0	c0
I	0.1	1	0.01	4.97 (0.45)	0.90	0.48	95
	1	1	0.01	5.00 (0.04)	0.90	0.49	95
	0.1	1	0.1	4.99 (0.11)	0.91	0.47	95
	1	1	0.1	5.00 (.001)	0.90	0.50	95
	0.1	1	5	4.93 (1.47)	1.08	0.50	97
	1	1	5	5.02 (0.36)	0.90	0.47	96
	0.1	1	10	4.84 (3.16)	1.13	0.59	96
	1	1	10	5.00 (.008)	0.91	0.44	96
	*0.9	1.33	0.1	4.99 (0.12)	0.88	0.46	96
	*0.9	1.33	5	5.00 (0.09)	0.79	0.52	94
II	0.1 1		0.01	4.99 (0.11)	1.06	0.55	96
	1	1	0.01	5.00 (0.04)	1.05	0.54	96
	0.1	1	0.1	1.99 (0.23)	1.07	0.50	96
	1	1	0.1	5.00 (0.09)	1.05	0.52	96
	0.1	1	5	4.89 (2.20)	1.15	0.54	97
	1	1	5	5.02 (0.34)	0.98	0.53	96
	0.1	1	10	4.83 (3.42)	1.17	0.69	97
	1	1	10	5.01 (0.26)	0.95	0.50	95
	*1.1	0.8	0.1	4.99 (0.24)	1.05	0.51	96
	*1.1	0.8	5	5.01 (0.17)	1.05	0.58	97
III	0.1	1	0.01	4.99 (0.21)	0.97	0.49	96
	*1	1	0.01	5.00 (0.08)	0.97	0.54	96
	0.1	1	0.1	5.01 (0.07)	0.98	0.52	95
	1	1	0.1	4.99 (0.23)	0.98	0.51	95
	0.1	1	5	4.92 (1.75)	1.11	0.53	97
	*1	1	5	5.01 (0.28)	0.93	0.53	95
	0.1	1	10	4.82 (3.43)	1.14	0.60	97
	*1	1	10	5.00 (.007)	0.92	0.50	95

^ascenarios denoted by * are those when the prior matches the true distribution

^baverage of the posterior means over 1000 data sets (bias is defined as |(Mean − 5)/5 × 100|)

^caverage of the posterior standard deviation over 1000 data sets

^dmean square error

^ecoverage of the 95 percentage HPD interval