Table 3 MLE and Bayesian for TCPE parameters based on Type-II UPHCS: \(\lambda =0.7, \zeta =1.4, \eta =1.6\).
\(\lambda =0.7, \zeta =1.4, \eta =1.6\) | MLE | SELF | LLF \(\nu =-0.5\) | LLF \(\nu =0.5\) | ACI | Bootstrap | HPD | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
\(\tau _1, \tau _2\) | Scheme | r | Â | Bias | MSE | Bias | MSE | Bias | MSE | Bias | MSE | LACI | CP | LBPCI | LBTCI | SELF | LLF \(\nu =-0.5\) | LLF \(\nu =0.5\) |
1.2,1.6 | 1 | 0.6 | \(\lambda\) | \(-\)0.3243 | 0.1476 | \(-\)0.0572 | 0.0084 | \(-\)0.0560 | 0.0082 | \(-\)0.0583 | 0.0085 | 0.8081 | 96.29% | 0.0293 | 0.0294 | 0.2746 | 0.2741 | 0.2744 |
\(\zeta\) | 0.7136 | 0.7225 | 0.0265 | 0.0187 | 0.0292 | 0.0190 | 0.0238 | 0.0185 | 1.8119 | 96.14% | 0.0695 | 0.0692 | 0.5032 | 0.5078 | 0.5053 | |||
\(\eta\) | \(-\)0.3869 | 0.2620 | 0.0253 | 0.0158 | 0.0276 | 0.0160 | 0.0230 | 0.0156 | 1.3146 | 95.14% | 0.0508 | 0.0509 | 0.4712 | 0.4686 | 0.4687 | |||
0.8 | \(\lambda\) | \(-\)0.2868 | 0.1071 | \(-\)0.0385 | 0.0050 | \(-\)0.0377 | 0.0049 | \(-\)0.0394 | 0.0051 | 0.6189 | 95.71% | 0.0239 | 0.0239 | 0.2358 | 0.2363 | 0.2353 | ||
\(\zeta\) | 0.5558 | 0.4425 | 0.0119 | 0.0108 | 0.0134 | 0.0109 | 0.0104 | 0.0108 | 1.4337 | 96.00% | 0.0557 | 0.0555 | 0.3981 | 0.3983 | 0.3971 | |||
\(\eta\) | \(-\)0.3356 | 0.1928 | 0.0219 | 0.0103 | 0.0233 | 0.0103 | 0.0204 | 0.0102 | 1.1111 | 96.00% | 0.0444 | 0.0432 | 0.3788 | 0.3788 | 0.3780 | |||
2 | 0.6 | \(\lambda\) | \(-\)0.1230 | 0.0780 | \(-\)0.0212 | 0.0071 | \(-\)0.0199 | 0.0071 | \(-\)0.0226 | 0.0071 | 0.9834 | 96.00% | 0.0364 | 0.0363 | 0.3073 | 0.3064 | 0.3073 | |
\(\zeta\) | 0.2782 | 0.2698 | 0.0179 | 0.0157 | 0.0203 | 0.0158 | 0.0156 | 0.0155 | 1.7207 | 94.43% | 0.0655 | 0.0649 | 0.4792 | 0.4817 | 0.4787 | |||
\(\eta\) | \(-\)0.1060 | 0.2114 | 0.0049 | 0.0170 | 0.0073 | 0.0171 | 0.0025 | 0.0169 | 1.7550 | 95.29% | 0.0673 | 0.0672 | 0.5090 | 0.5045 | 0.5084 | |||
0.8 | \(\lambda\) | \(-\)0.2159 | 0.0709 | \(-\)0.0254 | 0.0042 | \(-\)0.0245 | 0.0041 | \(-\)0.0263 | 0.0042 | 0.7077 | 95.86% | 0.0267 | 0.0268 | 0.2264 | 0.2260 | 0.2270 | ||
\(\zeta\) | 0.1401 | 0.1827 | 0.0057 | 0.0104 | 0.0072 | 0.0105 | 0.0042 | 0.0104 | 1.3710 | 96.29% | 0.0515 | 0.0516 | 0.3800 | 0.3834 | 0.3773 | |||
\(\eta\) | \(-\)0.2375 | 0.1657 | 0.0168 | 0.0096 | 0.0183 | 0.0097 | 0.0153 | 0.0095 | 1.2972 | 96.29% | 0.0491 | 0.0496 | 0.3562 | 0.3571 | 0.3559 | |||
3 | 0.6 | \(\lambda\) | \(-\)0.2528 | 0.1088 | \(-\)0.0421 | 0.0070 | \(-\)0.0409 | 0.0069 | \(-\)0.0433 | 0.0071 | 0.8315 | 96.00% | 0.0312 | 0.0317 | 0.2857 | 0.2855 | 0.2855 | |
\(\zeta\) | 0.5380 | 0.4975 | 0.0224 | 0.0182 | 0.0251 | 0.0184 | 0.0198 | 0.0179 | 1.7894 | 95.43% | 0.0646 | 0.0661 | 0.5357 | 0.5329 | 0.5336 | |||
\(\eta\) | \(-\)0.2873 | 0.2082 | 0.0212 | 0.0154 | 0.0236 | 0.0156 | 0.0188 | 0.0152 | 1.3907 | 96.14% | 0.0525 | 0.0506 | 0.4679 | 0.4666 | 0.4680 | |||
0.8 | \(\lambda\) | \(-\)0.2570 | 0.0960 | \(-\)0.0354 | 0.0048 | \(-\)0.0345 | 0.0047 | \(-\)0.0362 | 0.0048 | 0.6791 | 97.14% | 0.0267 | 0.0265 | 0.2270 | 0.2271 | 0.2268 | ||
\(\zeta\) | 0.4930 | 0.3903 | 0.0099 | 0.0108 | 0.0115 | 0.0108 | 0.0083 | 0.0107 | 1.5054 | 95.86% | 0.0554 | 0.0558 | 0.4129 | 0.4135 | 0.4097 | |||
\(\eta\) | \(-\)0.2982 | 0.1865 | 0.0168 | 0.0105 | 0.0183 | 0.0106 | 0.0152 | 0.0104 | 1.2254 | 96.86% | 0.0453 | 0.0455 | 0.3855 | 0.3854 | 0.3853 | |||
0.75,1.5 | 1 | 0.6 | \(\lambda\) | \(-\)0.2848 | 0.1608 | \(-\)0.0547 | 0.0086 | \(-\)0.0536 | 0.0085 | \(-\)0.0558 | 0.0087 | 1.1075 | 91.57% | 0.0389 | 0.0403 | 0.2815 | 0.2812 | 0.2818 |
\(\zeta\) | 0.6533 | 0.7176 | 0.0242 | 0.0172 | 0.0267 | 0.0175 | 0.0217 | 0.0170 | 2.1154 | 94.71% | 0.0792 | 0.0792 | 0.5118 | 0.5107 | 0.5121 | |||
\(\eta\) | \(-\)0.3320 | 0.3192 | 0.0236 | 0.0172 | 0.0259 | 0.0174 | 0.0212 | 0.0170 | 1.7932 | 93.29% | 0.0700 | 0.0702 | 0.4813 | 0.4820 | 0.4799 | |||
0.8 | \(\lambda\) | \(-\)0.3357 | 0.1359 | \(-\)0.0483 | 0.0058 | \(-\)0.0475 | 0.0057 | \(-\)0.0491 | 0.0059 | 0.5972 | 94.43% | 0.0219 | 0.0219 | 0.2245 | 0.2246 | 0.2246 | ||
\(\zeta\) | 0.6658 | 0.5943 | 0.0120 | 0.0108 | 0.0135 | 0.0109 | 0.0105 | 0.0108 | 1.5248 | 96.71% | 0.0594 | 0.0590 | 0.4160 | 0.4175 | 0.4145 | |||
\(\eta\) | \(-\)0.4111 | 0.2411 | 0.0211 | 0.0112 | 0.0226 | 0.0113 | 0.0196 | 0.0111 | 1.0536 | 94.86% | 0.0399 | 0.0398 | 0.4196 | 0.4198 | 0.4171 | |||
2 | 0.6 | \(\lambda\) | \(-\)0.0777 | 0.0766 | \(-\)0.0140 | 0.0067 | \(-\)0.0126 | 0.0067 | \(-\)0.0153 | 0.0067 | 1.0419 | 96.00% | 0.0391 | 0.0389 | 0.3037 | 0.3040 | 0.3026 | |
\(\zeta\) | 0.2135 | 0.2320 | 0.0139 | 0.0160 | 0.0163 | 0.0161 | 0.0115 | 0.0158 | 1.6937 | 94.43% | 0.0667 | 0.0677 | 0.4921 | 0.4897 | 0.4902 | |||
\(\eta\) | \(-\)0.0523 | 0.2204 | 0.0004 | 0.0158 | 0.0028 | 0.0159 | \(-\)0.0020 | 0.0157 | 1.8300 | 95.00% | 0.0678 | 0.0677 | 0.4827 | 0.4851 | 0.4811 | |||
0.8 | \(\lambda\) | \(-\)0.0623 | 0.0692 | \(-\)0.0296 | 0.0045 | \(-\)0.0287 | 0.0045 | \(-\)0.0304 | 0.0046 | 0.7664 | 96.00% | 0.0290 | 0.0288 | 0.2305 | 0.2307 | 0.2307 | ||
\(\zeta\) | 0.1942 | 0.2131 | 0.0021 | 0.0097 | 0.0037 | 0.0097 | 0.0006 | 0.0096 | 1.4548 | 95.57% | 0.0560 | 0.0549 | 0.3699 | 0.3707 | 0.3694 | |||
\(\eta\) | \(-\)0.0427 | 0.1942 | 0.0131 | 0.0110 | 0.0147 | 0.0110 | 0.0116 | 0.0109 | 1.3667 | 96.57% | 0.0519 | 0.0524 | 0.3925 | 0.3911 | 0.3956 | |||
3 | 0.6 | \(\lambda\) | \(-\)0.2062 | 0.1164 | \(-\)0.0347 | 0.0073 | \(-\)0.0335 | 0.0072 | \(-\)0.0359 | 0.0074 | 1.0664 | 93.29% | 0.0402 | 0.0401 | 0.2986 | 0.3004 | 0.2982 | |
\(\zeta\) | 0.4654 | 0.4880 | 0.0070 | 0.0166 | 0.0095 | 0.0167 | 0.0045 | 0.0165 | 2.0435 | 97.43% | 0.0762 | 0.0765 | 0.5094 | 0.5093 | 0.5050 | |||
\(\eta\) | \(-\)0.2310 | 0.2475 | 0.0107 | 0.0162 | 0.0131 | 0.0164 | 0.0082 | 0.0160 | 1.7286 | 94.86% | 0.0636 | 0.0635 | 0.4854 | 0.4880 | 0.4870 | |||
0.8 | \(\lambda\) | \(-\)0.2933 | 0.1156 | \(-\)0.0407 | 0.0049 | \(-\)0.0399 | 0.0049 | \(-\)0.0415 | 0.0050 | 0.6739 | 95.43% | 0.0251 | 0.0250 | 0.2220 | 0.2214 | 0.2221 | ||
\(\zeta\) | 0.5590 | 0.4657 | 0.0099 | 0.0103 | 0.0114 | 0.0103 | 0.0084 | 0.0102 | 1.5355 | 96.71% | 0.0590 | 0.0593 | 0.3919 | 0.3938 | 0.3899 | |||
\(\eta\) | \(-\)0.3531 | 0.2183 | 0.0214 | 0.0109 | 0.0229 | 0.0110 | 0.0199 | 0.0108 | 1.2002 | 96.14% | 0.0448 | 0.0447 | 0.3956 | 0.3959 | 0.3930 | |||