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All issues Volume 3 (2020) 4open, 3 (2020) 12 Full HTML
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Table 5

Case Hf vs. Dmax (see Tab. 3). From left to right: interval (a, b], v lower threshold of V, Pi = Probi (V > v|U ∈ (a, b]) following equation (8), i = 1, 2 and equation (7), i = 3, 4, Non Informative settings i = 1, 3 and Informative settings i = 2, 4. In bold, the highest probability per line.

Interval (a, b] Threshold v Gumbel P1 (NI) Gumbel H P2 (I) Gaussian P3 (NI) Gaussian P4 (I)
(0, 0.25] 0.7000 0.0220 0.0218 0.0179 0.0172
0.7500 0.0133 0.0131 0.0102 0.0097
0.8000 0.0073 0.0072 0.0051 0.0049
0.8500 0.0034 0.0034 0.0022 0.0020
0.9000 0.0012 0.0012 0.0006 0.0006
0.9500 0.0002 0.0002 0.0001 0.0001
(0.25, 0.5] 0.7000 0.0868 0.0863 0.1195 0.1179
0.7500 0.0539 0.0535 0.0799 0.0785
0.8000 0.0301 0.0299 0.0484 0.0473
0.8500 0.0144 0.0142 0.0251 0.0244
0.9000 0.0051 0.0051 0.0099 0.0095
0.9500 0.0009 0.0009 0.0020 0.0018
(0.5, 0.75] 0.7000 0.2992 0.2991 0.3378 0.3375
0.7500 0.2093 0.2090 0.2589 0.2582
0.8000 0.1297 0.1294 0.1838 0.1829
0.8500 0.0670 0.0666 0.1156 0.1146
0.9000 0.0253 0.0251 0.0582 0.0573
0.9500 0.0047 0.0046 0.0169 0.0164
(0.75, 1] 0.7000 0.7920 0.7929 0.7248 0.7274
0.7500 0.7235 0.7244 0.6511 0.6536
0.8000 0.6329 0.6336 0.5627 0.5649
0.8500 0.5152 0.5158 0.4571 0.4590
0.9000 0.3684 0.3687 0.3313 0.3326
0.9500 0.1942 0.1943 0.1811 0.1816