Table III.
T |
n = 200 |
n = 400 |
n = 600 |
n = 800 |
---|---|---|---|---|
H0 | ||||
100 | 4.7/5.5 /99.1 | 4.9/5.3 /99.6 | 5.5/5.7 /99.7 | 4.9/5.2 /99.7 |
200 | 5.3/5.3 /100.0 | 5.5/5.9 /99.6 | 4.7/5.1 /99.4 | 4.9/5.1 /99.8 |
300 | 5.2/5.2 /100.0 | 5.2/5.2 /100.0 | 4.6/4.6 /100.0 | 4.9/4.9 /100.0 |
500 | 4.7/4.7 /100.0 | 5.5/5.5 /100.0 | 5.0/5.0 /100.0 | 5.1/5.1 /100.0 |
| ||||
Ha | ||||
100 | 26.4/95.5 /5.0 | 19.8/98.0 /2.3 | 13.5/98.2 /2.0 | 12.2/99.2 /0.9 |
200 | 54.6/98.8 /1.6 | 40.3/99.6 /0.5 | 24.8/99.6 /0.4 | 21/99.7 /0.3 |
300 | 78.9/99.2 /1.1 | 65.3/100.0 /0.1 | 41.7/99.9 /0.2 | 37.2/100.0 /0.1 |
500 | 93.5/99.8 /0.2 | 89.0/100.0 /0.0 | 69.1/100.0 /0.0 | 61.8/100.0 /0.0 |
Note: This table reports the frequencies of rejection by J1 in (5.2) and PE = J0 + J1 in (5.4) under the null and alternative hypotheses, based on 2000 replications. The frequency of being empty is also recorded. These tests are conducted at 5% significance level.