Table 1.
Mean | 5th %tile | 25th %tile | 50th %tile | 75th %tile | 95th %tile | Observed | Theoretical | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Covariance Matrix | Covariance Matrix | |||||||||||||
nD = 50, | nD̂ = 50 | |||||||||||||
R0.4,0.7(0.4) | 0.01 | 0.05 | 0.17 | 0.46 | 0.63 | 0.98 | 0.1 | 0.117 | 0.079 | 0.103 | 0.104 | 0.129 | 0.081 | 0.104 |
R1,1(0.4) | 0.02 | 0.07 | 0.2 | 0.44 | 0.74 | 0.97 | 0.318 | 0.104 | 0.262 | 0.322 | 0.104 | 0.26 | ||
R0.4,0.7(0.2) | 0.03 | 0.04 | 0.22 | 0.47 | 0.73 | 0.96 | 0.161 | 0.201 | 0.171 | 0.225 | ||||
R1,1(0.2) | 0.05 | 0.04 | 0.2 | 0.47 | 0.68 | 0.93 | 0.544 | 0.563 | ||||||
| ||||||||||||||
nD = 100, | nD̂ = 100 | |||||||||||||
R0.4,0.7(0.4) | 0.01 | 0.05 | 0.21 | 0.41 | 0.78 | 0.97 | 0.101 | 0.12 | 0.08 | 0.102 | 0.104 | 0.129 | 0.081 | 0.104 |
R1,1(0.4) | 0.02 | 0.05 | 0.24 | 0.48 | 0.76 | 0.96 | 0.318 | 0.104 | 0.26 | 0.322 | 0.104 | 0.26 | ||
R0.4,0.7(0.2) | 0.03 | 0.04 | 0.2 | 0.45 | 0.73 | 0.95 | 0.164 | 0.205 | 0.171 | 0.225 | ||||
R1,1(0.2) | 0.05 | 0.04 | 0.23 | 0.47 | 0.73 | 0.95 | 0.55 | 0.563 | ||||||
| ||||||||||||||
nD = 200, | nD̂ = 200 | |||||||||||||
R0.4,0.7(0.4) | 0.01 | 0.06 | 0.22 | 0.44 | 0.7 | 0.96 | 0.104 | 0.121 | 0.081 | 0.102 | 0.104 | 0.129 | 0.081 | 0.104 |
R1,1(0.4) | 0.02 | 0.05 | 0.25 | 0.48 | 0.72 | 0.95 | 0.317 | 0.104 | 0.259 | 0.322 | 0.104 | 0.26 | ||
R0.4,0.7(0.2) | 0.03 | 0.04 | 0.25 | 0.5 | 0.7 | 0.94 | 0.168 | 0.212 | 0.171 | 0.225 | ||||
R1,1(0.2) | 0.05 | 0.05 | 0.23 | 0.46 | 0.72 | 0.95 | 0.555 | 0.563 |