Scenario A | Scenario B | |||||||
---|---|---|---|---|---|---|---|---|
n=50 | n=200 | n=50 | n=200 | |||||
Prevalence=0.05 | ||||||||
Empirical | 0.02 | (0.0328) | 0.01 | (0.0212) | 0.02 | (0.0315) | 0.00 | (0.0119) |
Normal | 0.04 | (0.0406) | 0.04 | (0.0362) | 0.03 | (0.0300) | 0.01 | (0.0145) |
Log Normal | 0.03 | (0.0317) | 0.03 | (0.0291) | 0.02 | (0.0213) | 0.02 | (0.0159) |
MAD | 0.09 | (0.0911) | 0.09 | (0.0878) | 0.14 | (0.1374) | 0.14 | (0.1361) |
Log MAD | 0.05 | (0.0499) | 0.05 | (0.0461) | 0.08 | (0.0754) | 0.07 | (0.0695) |
Pareto 0.9 | 0.01 | (0.0453) | 0.00 | (0.0204) | 0.02 | (0.0247) | 0.00 | (0.0074) |
Pareto 0.95 | 0.02 | (0.0382) | 0.00 | (0.0213) | 0.02 | (0.0346) | 0.00 | (0.0096) |
Hybrid Empirical | 0.02 | (0.0322) | 0.01 | (0.0212) | 0.02 | (0.0311) | 0.00 | (0.0119) |
Hybrid Pareto 0.9 | 0.02 | (0.0478) | 0.00 | (0.0205) | 0.02 | (0.0255) | 0.00 | (0.0074) |
Hybrid Pareto 0.95 | 0.02 | (0.0395) | 0.00 | (0.0214) | 0.03 | (0.0348) | 0.00 | (0.0096) |
Prevalence=0.30 | ||||||||
Empirical | 0.02 | (0.0563) | 0.01 | (0.0396) | 0.01 | (0.0309) | 0.00 | (0.0161) |
Normal | 0.03 | (0.0390) | 0.03 | (0.0295) | 0.02 | (0.0244) | 0.01 | (0.0125) |
Log Normal | 0.03 | (0.0418) | 0.02 | (0.0290) | 0.02 | (0.0173) | 0.01 | (0.0122) |
MAD | 0.07 | (0.0676) | 0.06 | (0.0646) | 0.10 | (0.1012) | 0.10 | (0.1003) |
Log MAD | 0.04 | (0.0420) | 0.03 | (0.0343) | 0.06 | (0.0553) | 0.05 | (0.0512) |
Pareto 0.9 | 0.01 | (0.0976) | 0.00 | (0.0438) | 0.01 | (0.0293) | 0.00 | (0.0105) |
Pareto 0.95 | 0.02 | (0.0749) | 0.00 | (0.0447) | 0.01 | (0.0349) | 0.00 | (0.0154) |
Hybrid Empirical | 0.02 | (0.0554) | 0.01 | (0.0396) | 0.01 | (0.0305) | 0.00 | (0.0161) |
Hybrid Pareto 0.9 | 0.01 | (0.0922) | 0.00 | (0.0438) | 0.01 | (0.0298) | 0.00 | (0.0105) |
Hybrid Pareto 0.95 | 0.02 | (0.0722) | 0.00 | (0.0447) | 0.01 | (0.0350) | 0.00 | (0.0154) |