. Author manuscript; available in PMC: 2013 Nov 1.

Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2012 Mar;74(5):773–797. doi: 10.1111/j.1467-9868.2012.01028.x

Table 3.

Simulation results: effect of bin size m on the performance the RSI. μ is fixed at 2.

		D _{1(\|I₁\|=100)}	D _2(\|I₂\|=40)	D _3(\|I₃\|=20)	#O
t(1)	m = 10	0.035(0.009)	0.10(0.018)	0.184(0.033)	19.000(0.850)
	m = 20	0.087(0.009)	0.15(0.020)	0.423(0.220)	2.000(0.140)
	m = 40	0.101(0.006)	0.25(0.056)	1.000(0.024)	0.000(0.000)

t(3)	m = 10	0.030(0.004)	0.088(0.015)	0.150(0.033)	1.000(0.220)
	m = 20	0.050(0.008)	0.150(0.016)	0.293(0.019)	0.000(0.000)
	m = 40	0.087(0.006)	0.293(0.041)	1.000(0.250)	0.000(0.000)

t(30)	m = 10	0.020(0.007)	0.075(0.008)	0.150(0.018)	0.000(0.000)
	m = 20	0.050(0.010)	0.175(0.019)	0.250(0.028)	0.000(0.000)
	m = 40	0.105(0.008)	0.293(0.035)	1.000(0.094)	0.000(0.000)