|
\(p_{1}^{(0)},p_{2}^{(0)}\)
|
HR1,HR2
|
ρ
|
β1,β2
|
Copula
|
Scenarios
|
---|
|
0.05
|
0.1
|
0.3
|
0.5
|
0.6
|
0.8
|
0.9
|
0.1
|
0.3
|
0.5
|
0.5
|
1
|
2
|
Frank
| |
---|
Setting 1
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
| |
x
| |
x
|
396
|
Setting 2
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
x
|
3,168
|
- Lows the total number of simulated scenarios. Scenarios with observed proportions \(p_{1}^{(0)}=p_{2}^{(0)}=0.5\) in both settings as well as scenarios with exponential distribution in both components in Setting 2 are not considered