Table 7.
True value | θ̂ (ESD) | θ̂(ESD) | θ̂(ESD) | |
---|---|---|---|---|
| ||||
30 Days | 90 Days | 180 Days | ||
| ||||
Initial Prob. | ||||
| ||||
πA | 0.80 | 0.791 (0.006) | 0.781 (0.006) | 0.758 (0.006) |
πB | 0.10 | 0.105 (0.005) | 0.116 (0.005) | 0.138 (0.006) |
πC | 0.07 | 0.073 (0.004) | 0.072 (0.004) | 0.071 (0.004) |
πD | 0.03 | 0.031 (0.002) | 0.031 (0.002) | 0.033 (0.003) |