分位点

参数

真值

估计值

95%置信区间

0.25

$\mu$

0

0.004406

[−0.004110, 0.035680]

$\sigma$

1

1.004956

[0.997341, 1.036673]

$\alpha$

0.25

0.252058

[0.243971, 0.270394]

$p_1$

0.5

0.503658

[0.495862, 0.528231]

$p_2$

2

1.998420

[1.988583, 2.002509]

0.5

$\mu$

0

0.003578

[−0.00395, 0.028775]

$\sigma$

1

1.004006

[0.997315, 1.030708]

$\alpha$

0.5

0.501049

[0.493321, 0.514576]

$p_1$

0.5

0.502986

[0.495943, 0.523567]

$p_2$

2

1.998543

[1.988976, 2.002540]

0.75

$\mu$

0

0.002511

[−0.003582, 0.021775]

$\sigma$

1

1.002804

[0.997192, 1.022655]

$\alpha$

0.75

0.749676

[0.741728, 0.756592]

$p_1$

0.5

0.502118

[0.496191, 0.518529]

$p_2$

2

1.999064

[1.990346, 2.004054]

0.95

$\mu$

0

0.002295

[−0.003853, 0.019605]

$\sigma$

1

1.002321

[0.996092, 1.021065]

$\alpha$

0.95

0.948325

[0.939183, 0.950101]

$p_1$

0.5

0.502165

[0.496074, 0.518774]

$p_2$

2

2.001092

[1.993687, 2.013658]