Mean biases on estimates of alpha and rho.
收藏Figshare2015-12-02 更新2026-04-29 收录
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https://figshare.com/articles/dataset/_Mean_biases_on_estimates_of_alpha_and_rho_/872468
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For each of the 9 sets of parameters (left column), 10000 samples of size 100 of the were simulated, F being the Log-normal distribution adjusted on Kelly and Rahn's data. The estimates of α and ρ were calculated with the two models Dirac and exponential. The estimated bias is the mean difference between the estimate and the true value. Biases on ρ with the classical model (rightmost column) are of order 10% to 20%.
创建时间:
2015-12-02



