TABLE 2

Comparison of Embedded Image with estimates of Embedded Image from Recombine and infs, for 10 data sets simulated with Embedded Image , θ = 10, n = 50

Data setRecombineinfsEmbedded Image
1132657
292124
3242730
4102926
5102734
653342
742545
882338
975350
10122729
Median102736
Embedded Image 0.620.170.11

Both infs and Recombine were run with θ fixed at its true value. infs was run for 20,000 iterations with five driving values for Embedded Image (10, 30, 40, 50, and 60). The effective sample size (ESS) at the MLE is always <4, indicating that infs had very little confidence in its estimated likelihood curve (and the estimated 95% C.I.'s failed to include the true Embedded Image in all but one case). Recombine was run with five short runs of 20,000 iterations and one long run of 1 million iterations, using three heating temperatures, initializing the runs at the true value of Embedded Image , with θ fixed as 10. The CPU times (on an 800-MHz Pentium III processor) for data set 8 were ~30 hr for infs and Recombine and 30 sec for Embedded Image .