Table 4 MLE and Bayesian for TCPE parameters based on Type-II UPHCS: \(\lambda =0.7, \zeta =1.4, \eta =0.5\).
\(\lambda =0.7, \zeta =1.4, \eta =0.5\) | 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 \(\nu =0.5\) |
0.7,0.95 | 1 | 0.6 | \(\lambda\) | \(-\)0.1474 | 0.1980 | \(-\)0.0284 | 0.0153 | \(-\)0.0262 | 0.0152 | \(-\)0.0306 | 0.0154 | 1.6468 | 94.86% | 0.0631 | 0.0634 | 0.4518 | 0.4566 | 0.4521 |
\(\zeta\) | 0.5007 | 0.7795 | \(-\)0.0066 | 0.0217 | \(-\)0.0037 | 0.0216 | \(-\)0.0095 | 0.0218 | 2.8525 | 96.57% | 0.1102 | 0.1112 | 0.5550 | 0.5545 | 0.5558 | |||
\(\eta\) | \(-\)0.0331 | 0.0351 | 0.0259 | 0.0039 | 0.0266 | 0.0040 | 0.0252 | 0.0039 | 0.7233 | 93.71% | 0.0281 | 0.0278 | 0.2167 | 0.2168 | 0.2162 | |||
0.8 | \(\lambda\) | \(-\)0.3933 | 0.1735 | \(-\)0.0341 | 0.0088 | \(-\)0.0328 | 0.0087 | \(-\)0.0353 | 0.0089 | 0.5380 | 94.43% | 0.0204 | 0.0201 | 0.3413 | 0.3410 | 0.3414 | ||
\(\zeta\) | 0.4916 | 0.7001 | 0.0080 | 0.0120 | 0.0098 | 0.0121 | 0.0063 | 0.0119 | 1.5767 | 94.29% | 0.0602 | 0.0610 | 0.4321 | 0.4324 | 0.4310 | |||
\(\eta\) | \(-\)0.1234 | 0.0188 | 0.0422 | 0.0038 | 0.0428 | 0.0038 | 0.0417 | 0.0037 | 0.2351 | 94.14% | 0.0084 | 0.0084 | 0.1684 | 0.1693 | 0.1682 | |||
2 | 0.6 | \(\lambda\) | \(-\)0.0364 | 0.1137 | \(-\)0.0022 | 0.0132 | 0.0000 | 0.0133 | \(-\)0.0044 | 0.0131 | 1.3153 | 94.86% | 0.0530 | 0.0532 | 0.4384 | 0.4424 | 0.4374 | |
\(\zeta\) | 0.2361 | 0.3822 | 0.0000 | 0.0204 | 0.0027 | 0.0204 | \(-\)0.0027 | 0.0204 | 2.2412 | 96.00% | 0.0837 | 0.0857 | 0.5613 | 0.5612 | 0.5605 | |||
\(\eta\) | \(-\)0.0043 | 0.0232 | 0.0119 | 0.0030 | 0.0127 | 0.0030 | 0.0111 | 0.0030 | 0.5970 | 94.43% | 0.0219 | 0.0220 | 0.2073 | 0.2077 | 0.2059 | |||
0.8 | \(\lambda\) | \(-\)0.0249 | 0.1027 | \(-\)0.0232 | 0.0090 | \(-\)0.0219 | 0.0089 | \(-\)0.0245 | 0.0090 | 1.0036 | 95.57% | 0.0384 | 0.0374 | 0.3395 | 0.3415 | 0.3373 | ||
\(\zeta\) | 0.0549 | 0.3556 | 0.0017 | 0.0125 | 0.0034 | 0.0125 | 0.0000 | 0.0125 | 1.9788 | 95.14% | 0.0788 | 0.0787 | 0.4198 | 0.4218 | 0.4178 | |||
\(\eta\) | \(-\)0.0714 | 0.0183 | 0.0247 | 0.0024 | 0.0253 | 0.0024 | 0.0242 | 0.0023 | 0.4506 | 95.29% | 0.0166 | 0.0166 | 0.1578 | 0.1575 | 0.1572 | |||
3 | 0.6 | \(\lambda\) | \(-\)0.1722 | 0.1401 | \(-\)0.0264 | 0.0157 | \(-\)0.0242 | 0.0156 | \(-\)0.0287 | 0.0158 | 1.3038 | 95.29% | 0.0504 | 0.0511 | 0.4624 | 0.4646 | 0.4618 | |
\(\zeta\) | 0.5284 | 0.7386 | 0.0064 | 0.0222 | 0.0093 | 0.0223 | 0.0035 | 0.0221 | 2.6589 | 96.57% | 0.0961 | 0.0961 | 0.5635 | 0.5618 | 0.5649 | |||
\(\eta\) | \(-\)0.0532 | 0.0244 | 0.0178 | 0.0033 | 0.0185 | 0.0034 | 0.0171 | 0.0033 | 0.5758 | 95.29% | 0.0219 | 0.0219 | 0.2120 | 0.2125 | 0.2115 | |||
0.8 | \(\lambda\) | \(-\)0.2357 | 0.1397 | \(-\)0.0299 | 0.0130 | \(-\)0.0281 | 0.0129 | \(-\)0.0318 | 0.0131 | 1.1380 | 93.57% | 0.0426 | 0.0419 | 0.4137 | 0.4142 | 0.4134 | ||
\(\zeta\) | 0.6047 | 0.7331 | 0.0076 | 0.0198 | 0.0101 | 0.0199 | 0.0051 | 0.0197 | 2.3780 | 95.00% | 0.0889 | 0.0880 | 0.5371 | 0.5418 | 0.5360 | |||
\(\eta\) | \(-\)0.0718 | 0.0211 | 0.0247 | 0.0033 | 0.0253 | 0.0033 | 0.0240 | 0.0032 | 0.4948 | 94.86% | 0.0180 | 0.0180 | 0.2049 | 0.2057 | 0.2040 | |||
0.85,1.2 | 1 | 0.6 | \(\lambda\) | 0.0145 | 0.1213 | \(-\)0.0140 | 0.0154 | \(-\)0.0117 | 0.0154 | \(-\)0.0162 | 0.0154 | 1.3649 | 97.00% | 0.0512 | 0.0514 | 0.4740 | 0.4767 | 0.4689 |
\(\zeta\) | 0.1249 | 0.3749 | \(-\)0.0023 | 0.0215 | 0.0008 | 0.0214 | \(-\)0.0054 | 0.0213 | 2.3514 | 96.29% | 0.0928 | 0.0918 | 0.6023 | 0.6038 | 0.6026 | |||
\(\eta\) | 0.0238 | 0.0288 | 0.0101 | 0.0028 | 0.0108 | 0.0029 | 0.0094 | 0.0028 | 0.6588 | 94.29% | 0.0249 | 0.0252 | 0.2031 | 0.2030 | 0.2032 | |||
0.8 | \(\lambda\) | \(-\)0.0352 | 0.1157 | \(-\)0.0362 | 0.0096 | \(-\)0.0349 | 0.0095 | \(-\)0.0376 | 0.0097 | 0.7112 | 94.71% | 0.0257 | 0.0260 | 0.3391 | 0.3388 | 0.3398 | ||
\(\zeta\) | 0.1080 | 0.3083 | 0.0053 | 0.0125 | 0.0070 | 0.0134 | 0.0035 | 0.0133 | 1.7493 | 95.00% | 0.0665 | 0.0666 | 0.4470 | 0.4497 | 0.4465 | |||
\(\eta\) | \(-\)0.1146 | 0.0190 | 0.0299 | 0.0028 | 0.0304 | 0.0028 | 0.0294 | 0.0027 | 0.3001 | 95.29% | 0.0115 | 0.0114 | 0.1645 | 0.1645 | 0.1645 | |||
2 | 0.6 | \(\lambda\) | 0.0222 | 0.1118 | 0.0006 | 0.0136 | 0.0028 | 0.0138 | \(-\)0.0017 | 0.0135 | 1.3090 | 96.29% | 0.0504 | 0.0519 | 0.4502 | 0.4507 | 0.4513 | |
\(\zeta\) | 0.1290 | 0.2932 | \(-\)0.0089 | 0.0202 | \(-\)0.0062 | 0.0202 | \(-\)0.0117 | 0.0203 | 2.0630 | 94.71% | 0.0783 | 0.0786 | 0.5360 | 0.5346 | 0.5352 | |||
\(\eta\) | 0.0032 | 0.0218 | 0.0099 | 0.0030 | 0.0107 | 0.0030 | 0.0091 | 0.0030 | 0.6494 | 95.14% | 0.0254 | 0.0253 | 0.2120 | 0.2129 | 0.2107 | |||
0.8 | \(\lambda\) | \(-\)0.0201 | 0.1016 | \(-\)0.0169 | 0.0073 | \(-\)0.0156 | 0.0072 | \(-\)0.0182 | 0.0073 | 1.0780 | 95.43% | 0.0396 | 0.0393 | 0.3315 | 0.3318 | 0.3315 | ||
\(\zeta\) | 0.1046 | 0.2049 | 0.0028 | 0.0124 | 0.0045 | 0.0124 | 0.0012 | 0.0124 | 2.0590 | 96.86% | 0.0767 | 0.0757 | 0.4337 | 0.4330 | 0.4348 | |||
\(\eta\) | \(-\)0.0644 | 0.0178 | 0.0154 | 0.0020 | 0.0159 | 0.0020 | 0.0149 | 0.0020 | 0.4585 | 95.57% | 0.0177 | 0.0177 | 0.1605 | 0.1616 | 0.1596 | |||
3 | 0.6 | \(\lambda\) | 0.0003 | 0.1131 | \(-\)0.0049 | 0.0150 | \(-\)0.0026 | 0.0152 | \(-\)0.0072 | 0.0149 | 1.3195 | 96.71% | 0.0482 | 0.0480 | 0.4669 | 0.4718 | 0.4651 | |
\(\zeta\) | 0.1961 | 0.4759 | \(-\)0.0010 | 0.0226 | 0.0017 | 0.0227 | \(-\)0.0038 | 0.0226 | 2.5946 | 96.29% | 0.1027 | 0.1031 | 0.6062 | 0.6101 | 0.6059 | |||
\(\eta\) | 0.0127 | 0.0217 | 0.0113 | 0.0032 | 0.0120 | 0.0032 | 0.0106 | 0.0032 | 0.6473 | 94.29% | 0.0246 | 0.0244 | 0.2095 | 0.2107 | 0.2083 | |||
0.8 | \(\lambda\) | \(-\)0.0309 | 0.1047 | \(-\)0.0256 | 0.0083 | \(-\)0.0243 | 0.0082 | \(-\)0.0270 | 0.0083 | 0.8888 | 95.57% | 0.0349 | 0.0350 | 0.3305 | 0.3298 | 0.3314 | ||
\(\zeta\) | 0.1724 | 0.3786 | 0.0036 | 0.0125 | 0.0054 | 0.0125 | 0.0019 | 0.0125 | 2.0063 | 96.14% | 0.0750 | 0.0781 | 0.4155 | 0.4144 | 0.4169 | |||
\(\eta\) | \(-\)0.1012 | 0.0209 | 0.0260 | 0.0028 | 0.0265 | 0.0028 | 0.0255 | 0.0027 | 0.4044 | 95.57% | 0.0151 | 0.0152 | 0.1702 | 0.1711 | 0.1692 | |||