Table 4.

Simulation results for Example 4 with α = 5%, q = 5%, d₀ = 10, Σ as given in Example 1, λ = 0.1, and X_is being generated from a standardized exponential distribution.

p	n	Methods	ES	EP	FDR	TR	FR
1000	100	MUR	0.055	0.962	0.728	0.833	0.008
		LDPE	0.068	0.881	0.407	0.816	0.021
		CPS	0.057	0.518	0.129	0.492	0.000
	200	MUR	0.055	1.000	0.721	0.975	0.012
		LDPE	0.058	0.995	0.349	0.912	0.014
		CPS	0.052	0.775	0.067	0.744	0.000
	500	MUR	0.052	1.000	0.722	1.000	0.016
		LDPE	0.055	1.000	0.174	1.000	0.006
		CPS	0.052	0.991	0.053	0.971	0.000
2000	100	MUR	0.056	0.882	0.723	0.711	0.015
		LDPE	0.069	0.731	0.441	0.704	0.022
		CPS	0.058	0.449	0.130	0.401	0.000
	200	MUR	0.056	1.000	0.744	0.922	0.018
		LDPE	0.063	0.943	0.386	0.915	0.016
		CPS	0.054	0.738	0.076	0.703	0.000
	500	MUR	0.052	1.000	0.782	1.000	0.022
		LDPE	0.053	1.000	0.196	1.000	0.005
		CPS	0.053	0.988	0.057	0.981	0.000