Table 2.
n | α |
Asymptotic |
Permutation |
||||||
---|---|---|---|---|---|---|---|---|---|
C | Fp | MB | C | Fp | Fu | Priceb | MB | ||
H0 : βj = 0 | |||||||||
500 | 10−2 | 0.99 | 0.98 | 0.98 | 0.71 | 1.02 | 1.02 | 1.01 | 1.00 |
10−3 | 0.89 | 0.87 | 0.89 | 0.62 | 0.99 | 1.01 | 0.99 | 1.01 | |
1000 | 10−2 | 1.00 | 1.00 | 1.00 | 0.79 | 1.01 | 1.03 | 1.01 | 1.01 |
10−3 | 0.96 | 0.96 | 0.93 | 0.72 | 1.01 | 1.02 | 1.01 | 1.02 | |
H1 : βj = x | |||||||||
500 | 10−2 | 0.84 | 0.81 | 0.82 | 0.81 | 0.81 | 0.81 | 0.79 | 0.82 |
10−3 | 0.57 | 0.54 | 0.54 | 0.54 | 0.55 | 0.54 | 0.49 | 0.56 | |
1000 | 10−2 | 0.86 | 0.84 | 0.85 | 0.85 | 0.84 | 0.84 | 0.82 | 0.85 |
10−3 | 0.63 | 0.58 | 0.60 | 0.60 | 0.59 | 0.58 | 0.53 | 0.60 | |
H1 : βj = x/{pj(1 − pj)}1/2 | |||||||||
500 | 10−2 | 0.83 | 0.85 | 0.82 | 0.80 | 0.85 | 0.84 | 0.81 | 0.82 |
10−3 | 0.56 | 0.59 | 0.54 | 0.52 | 0.59 | 0.57 | 0.51 | 0.55 | |
1000 | 10−2 | 0.93 | 0.95 | 0.92 | 0.92 | 0.95 | 0.94 | 0.93 | 0.92 |
10−3 | 0.75 | 0.80 | 0.73 | 0.73 | 0.80 | 0.77 | 0.74 | 0.74 |
Divided by α.
With weight function Fu.