Table 1 Simulation estimate values
n | \(\Delta _{\mu, {\mathrm{opt}}}\) | \(\widehat{\mu}_{n}\) | \(\widehat{\sigma}_{n}\) |
|---|---|---|---|
500 | 0.2336 | −0.9561 (0.1237) | 0.9286 (0.0345) |
1000 | 0.1854 | −0.9614 (0.0986) | 0.9450 (0.0226) |
5000 | 0.1084 | −0.9687 (0.0552) | 0.9650 (0.0106) |
10000 | 0.0861 | −0.9705 (0.0459) | 0.9720 (0.0069) |