Table 1.
Performance of our proposed estimation for ∆EB(t; t0) and the perturbation-resampling approach to obtain , in terms of bias, empirical standard error (ESE), average standard error (ASE) using , coverage of the 95% confidence intervals, and Type 1 error/power under three settings, setting (i) (null setting), setting (ii), and setting (iii); performance of from Remark 1, where the standard error (SE) is derived under the null, and corresponding Type 1 error/power when this estimate is used for testing is also shown.
| Setting (i) |
|||
|---|---|---|---|
| t0 = 0.25 | t0 = 0.50 | t0 = 0.75 | |
| Bias | −0.0001 | −0.0002 | −0.0001 |
| ESE | 0.0072 | 0.0108 | 0.0132 |
| ASE | 0.0076 | 0.0107 | 0.0134 |
| Coverage | 0.9570 | 0.9460 | 0.9540 |
| Type 1 error | 0.0360 | 0.0480 | 0.0410 |
| SE derived under the null | |||
| 0.0073 | 0.0106 | 0.0134 | |
| Type 1 error | 0.0420 | 0.0520 | 0.0440 |
| Setting (ii) | |||
| t0 = 0.25 | t0 = 0.50 | t0 = 0.75 | |
| Bias | 0.0000 | 0.0002 | 0.0000 |
| ESE | 0.0065 | 0.0091 | 0.0114 |
| ASE | 0.0068 | 0.0095 | 0.0118 |
| Coverage | 0.9580 | 0.9600 | 0.9560 |
| Power | 0.3310 | 0.6230 | 0.7650 |
| SE derived under the null | |||
|
|
0.0064 | 0.0092 | 0.0117 |
| Power | 0.3850 | 0.6520 | 0.7760 |
| Setting (iii) | |||
| t0 = 0.25 | t0 = 0.50 | t0 = 0.75 | |
| Bias | 0.0001 | 0.0001 | 0.0000 |
| ESE | 0.0061 | 0.0086 | 0.0108 |
| ASE | 0.0066 | 0.0091 | 0.0112 |
| Coverage | 0.9550 | 0.9570 | 0.9540 |
| Power | 0.5170 | 0.8410 | 0.9420 |
| SE derived under the null | |||
| 0.0061 | 0.0088 | 0.0111 | |
| Power | 0.5880 | 0.8590 | 0.9440 |