Table 5.
True value | θ̂(ESD) | θ̂(ESD) | θ̂ (ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Initial Prob. | ||||
| ||||
πA | 0.80 | 0.799 (0.007) | 0.794 (0.006) | 0.775 (0.006) |
πB | 0.10 | 0.103 (0.005) | 0.109 (0.005) | 0.127 (0.006) |
πC | 0.07 | 0.069 (0.004) | 0.068 (0.004) | 0.068 (0.004) |
πD | 0.03 | 0.029 (0.002) | 0.030 (0.002) | 0.030 (0.002) |