Page 49 - Contributed Paper Session (CPS) - Volume 2

CPS1416 Jungtaek O. et al.
Table 2. Bias for normal dist.
( , ) ( , ) Estimates

M1 M2 M3 M4 M5
(20,5) (0,0.5) -0.0069 -0.0361 -0.0361 -0.0360 -0.0084
(0.5,1) 0.0194 -0.0117 -0.0109 -0.0120 0.0202
0 (1,1.3) -0.0480 -0.0767 -0.0774 -0.0778 0.0352
(1,1.5) 0.0232 -0.0074 -0.0052 -0.0091 0.1219
(20,5) (0,0.5) -0.0085 0.0925 -0.0700 -0.0700 -0.0066
(0.5,1) -0.0193 -0.0417 -0.0798 -0.0798 -0.0169
(1,1.3) 0.0773 0.2164 0.0182 0.0171 0.0171
200 (1,1.5) 0.0365 0.1623 -0.0261 -0.0231 -0.0036
(20,-7) (0.5,1) 0.0073 0.9204 -0.0052 -0.0049 0.0143
(1,1.3) 0.0362 0.9074 0.0234 0.0312 0.0419
(1,1.5) 0.0204 0.8878 0.0050 0.0129 -0.1501

Table 3. RMSE for normal dist.
( , ) ( , ) Estimates

M1 M2 M3 M4 M5
(20,5) (0, 0.5) 0.3835 0.3872 0.3863 0.3863 0.3947
(0.5, 1) 1.0956 1.0940 1.0954 1.0934 1.0918
0 (1, 1.3) 2.6657 2.6666 2.6667 2.6637 2.3820
(1, 1.5) 3.3622 3.3606 3.3613 3.3536 2.8835
(20,5) (0, 0.5) 0.3793 5.0640 0.3927 0.3929 0.3928
(0.5, 1) 1.1067 5.1660 1.1114 1.1087 1.0976
200 (1, 1.3) 2.7314 5.6891 2.7300 2.7188 2.4525
(1, 1.5) 3.4654 6.1965 3.4654 3.4534 2.9887
(20,-7) (0.5, 1) 1.0975 11.3523 1.0994 1.0981 1.0887
(1, 1.3) 2.6645 11.0368 2.6609 2.6559 2.3854
(1, 1.5) 3.3100 10.5690 3.3087 3.3036 2.8642

Table 4. Parameter estimation for dist.
5
( , ) ( , ) Estimates
1
2
2
1
0
(̂ , ̂ ) (̂ , ̂ ) (̂ , ̂ )
∗
∗
2
1
1
2
1
2
(20,5) (0, 0.5) 0.0096 0.4827 0.7804 0.2195 0.7804 0.2195
(0.5, 1) 0.5178 0.9627 0.7796 0.2203 0.7790 0.2206
0 (1, 1.3) 1.0183 1.1927 0.7727 0.2341 0.7751 0.2339
(1, 1.5) 1.0237 1.3590 0.7644 0.2552 0.7684 0.2482
(20,5) (0, 0.5) 0.0047 0.4776 0.3950 0.1111 0.3949 0.1111
(0.5, 1) 0.4877 0.9754 0.3951 0.1111 0.3951 0.1110
(1, 1.3) 0.9722 1.2438 0.3952 0.1142 0.3951 0.1130
200 (1, 1.5) 0.9643 1.3961 0.3969 0.1217 0.3956 0.1166
(20,-7) (0.5, 1) 0.4992 0.9514 0.5380 -0.2094 0.5381 -0.2097
(1, 1.3) 0.9776 1.1355 0.5347 -0.1790 0.5357 -0.1898
(1, 1.5) 0.9737 1.2867 0.5317 -0.1461 0.5328 -0.1701
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