Table 22.
True value | θ̂(ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Initial Prob. | ||||
| ||||
πA | 0.80 | 0.787 (0.006) | 0.778 (0.007) | 0.754 (0.006) |
πB | 0.10 | 0.109 (0.005) | 0.120 (0.006) | 0.143 (0.005) |
πC | 0.07 | 0.073 (0.003) | 0.071 (0.004) | 0.071 (0.004) |
πD | 0.03 | 0.031 (0.002) | 0.031 (0.003) | 0.032 (0.003) |