Tables 1, 2, and 3 represent estimates of Mean Square Error (MSE) for different sample sizes (i.e., N = 20, 25, and 30), while Tables 4, 5, and 6 show estimates of Mean Absolute Error (MAE) for differ
Monte Carlo experiments produce samples to estimate features such as means and quantiles of a given distribution. However, simultaneous estimation of means and quantiles has received little attention.