n | Method | Inference results | a | b | \(\alpha\) | \(\beta\) |
---|---|---|---|---|---|---|
50 | BFGS | Estimates | 6.559792 | 4.508665 | 3.222132 | 5.679618 |
SE | 21.726748 | 5.959038 | 142.025577 | 2.451735 | ||
MSE | 21.252218 | 30.410082 | 0.624046 | 5.544654 | ||
SANN | Estimates | 5.758308 | 4.205869 | 3.638858 | 5.638019 | |
SE | 5.773811 | 5.391740 | 1.419861 | 2.597639 | ||
MSE | 36.580530 | 17.459904 | 0.942536 | 4.807788 | ||
Nelder–Mead | Estimates | 2.445578 | 4.636861 | 4.541140 | 5.677241 | |
SE | 34.326846 | 6.496251 | 71.788950 | 2.461764 | ||
MSE | 10.188337 | 39.203020 | 2.132110 | 5.576713 | ||
Time | 0d:16h:57m:32s (61052 s) | |||||
100 | BFGS | Estimates | 10.076350 | 3.687458 | 2.938870 | 5.431711 |
SE | 3.324494 | 2.853083 | 7.095580 | 1.568548 | ||
MSE | 66.070093 | 9.705820 | 1.132114 | 2.587435 | ||
SANN | Estimates | 5.860451 | 3.682335 | 3.611025 | 5.428296 | |
SE | 5.255925 | 2.956691 | 1.248130 | 1.629309 | ||
MSE | 38.041064 | 9.051131 | 0.890948 | 2.579751 | ||
Nelder–Mead | Estimates | 1.833553 | 3.704633 | 4.466173 | 5.430765 | |
SE | 29.335765 | 2.898004 | 27.704366 | 1.570119 | ||
MSE | 3.074604 | 10.360465 | 1.047837 | 2.595298 | ||
Time | 1d:21h:45m:2s (164702 s) | |||||
500 | BFGS | Estimates | 10.228551 | 3.052343 | 2.898200 |