Table 2.

Ratios of MSE. Estimates of posterior quantiles from a Gibbs sampler versus those from the multiresolution method for the gCIR process over the same amount of computer time.

σ MSE Ratio
	$\widehat{R}\pm \widehat{\text{sd}}(\widehat{R})$
Q0.05	32 ± 6.2
Q0.25	17 ± 3.8
Q0.5	11 ± 2.0
Q0.75	11 ± 1.8
Q0.95	18 ± 2.4

ψ MSE Ratio
	$\widehat{R}\pm \widehat{\text{sd}}(\widehat{R})$
Q0.05	13 ± 2.0
Q0.25	10 ± 1.7
Q0.5	10 ± 1.5
Q0.75	16 ± 2.7
Q0.95	38 ± 6.0