σ2 = 0.1 | σ2 = 0.3 | σ2 = 0.5 | σ2 = 0.5 | σ2 = 0.5 | σ2 = 0.7 | σ2 = 1 | σ2 = 1.2 | |
---|---|---|---|---|---|---|---|---|
ρ2 = 0.5 | ρ2 = 0.05 | ρ2 = 0.02 | ρ2 = 0.05 | ρ2 = 0.1 | ρ2 = 0.5 | ρ2 = 0.05 | ρ2 = 0.5 | |
| 0.0904 | 0.0091 | 0.0059 | 0.0094 | 0.021 | 0.067 | 0.0169 | 0.0729 |
| 0.0042 | 0.0014 | 0.0041 | 0.0036 | 0.0037 | 0.0114 | 0.0123 | 0.0272 |
| 0.0633 | 0.0871 | 0.2508 | 0.2404 | 0.2426 | 0.4271 | 0.9921 | 1.3254 |
| 0.068 | 0.0009 | 0.0008 | 0.0014 | 0.0047 | 0.0593 | 0.0024 | 0.0623 |