|
\(\eta\)
|
\(\sigma\)
|
n
|
|---|
|
5000
|
1000
|
500
|
100
|
50
|
10
|
|---|
|
0.5
|
1
|
0.054
|
0.053
|
0.052
|
0.058
|
0.125
|
0.996
|
|
2
|
0.066
|
0.065
|
0.064
|
0.055
|
0.052
|
0.998
|
|
4
|
0.066
|
0.065
|
0.064
|
0.055
|
0.040
|
0.995
|
|
1
|
1
|
0.008
|
0.008
|
0.011
|
0.139
|
0.330
|
0.968
|
|
2
|
0.057
|
0.051
|
0.046
|
0.106
|
0.266
|
1.000
|
|
4
|
0.122
|
0.109
|
0.099
|
0.056
|
0.121
|
0.853
|
|
2
|
1
|
0.001
|
0.033
|
0.147
|
0.078
|
0.021
|
12.281
|
|
2
|
0.002
|
0.028
|
0.123
|
0.073
|
0.047
|
12.168
|
|
4
|
0.005
|
0.020
|
0.102
|
0.045
|
0.098
|
7.586
|
- For small sample sizes (mostly \(n\leqslant 100\)) there were a few simulations where \({\hat{\eta }}=\infty\), i.e. there is no estimated correlation between consecutive samples. These simulations were removed from the variance calculation.
