Fig. 6 displays the performance (MSE values) of the estimators of α and β between Method 4 (UWLS), Method 7 (WLS), Method 11 (QLS), Method 13 (MLE) and Method 14 (ME). Given that MSE is directly related to the precision of the estimates, from this figure and Tables 1–5 it is clear that, in general, Method 4 (UWLS) shows maximum values of MSE of all proposed methods. Besides, a good performance can be obtained using Method 13 (MLE), especially for large sample sizes (see Tables 6–7).