Table 1:
Allowable upper bounds of
δ
with different value of ρ
σ
, µ = 0.1, and τ = 0.5.
ρσ
0
0.02
0.06
0.1
0.2
0.3
0.4
δ
0.3619
0.2970
0.2408
0.1991
0.1176
0.0519
-