Figure 2

Sampling variances of sampled prediction error variance approximated asymptotically (As) and empirically¹ (Em) using different formulations of the prediction error variance using 300 samples for different levels of exact prediction error variance. (A) Sampling variances for PEV_GC1 and PEV_GC2. (B) Sampling variances for PEV_AF1 and PEV_AF2. (C) Sampling variances for PEV_FL and PEV_AF4. (D) Sampling variances for PEV_NF1 and PEV_NF2². ¹Empirical sampling variances were approximated using 100 independent replicates and presented as averages within windows of 0.001 of the exact prediction error variance. ²PEV_GC3, and PEV_AF3 were similar to PEV_NF2.