Table 1.
ω ϕ | 0.1 | 0.5 | 2.0 | ||||||
---|---|---|---|---|---|---|---|---|---|
ρ 12 | 0.9 | 0.5 | 0.1 | 0.9 | 0.5 | 0.1 | 0.9 | 0.5 | 0.1 |
True λR | 0.32 | 0.25 | 0.19 | 0.30 | 0.24 | 0.17 | 0.24 | 0.19 | 0.14 |
Bias of (%)b | 2.6 | 3.7 | 4.4 | 12.9 | 16.6 | 22.2 | 52.5 | 66.8 | 90.9 |
Asymptotic Relative Bias (%) | 2.6 | 3.3 | 4.5 | 13.2 | 16.7 | 22.7 | 52.6 | 66.7 | 90.9 |
True ρR | 0.40 | 0.36 | 0.31 | 0.39 | 0.35 | 0.30 | 0.35 | 0.31 | 0.27 |
Bias of (%)b | 0.0 | −10.2 | −22.4 | 10.0 | 0.9 | −9.5 | 48.8 | 44.5 | 41.7 |
Asymptotic Relative Bias (%) | 0.0 | −10.5 | −22.5 | 10.3 | 1.0 | −9.0 | 48.8 | 44.3 | 41.6 |
For details of the example see Section 4
Relative bias: [(Mean of Estimate – True Value)/True Value] × 100%