Table 2.
Same as Table 1 but with sample size n = 100,000.
| dim = 2 | dim = 20 | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| p | u | EMD | QF | Chi-square | p | u | EMD | QF | Chi-square |
| 0 | 0 | 0.017 | 0.001 | 0.161 | 0 | 0 | 0.529 | 0.0032 | 0.165 |
| 0.001 | 1 | 0.015 | 0.001 | 0.165 | 0.001 | 1 | 0.525 | 0.0033 | 0.162 |
| 0.001 | 5 | 0.019 | 0.002 | 0.165 | 0.001 | 5 | 0.528 | 0.0031 | 0.165 |
| 0.001 | 10 | 0.026 | 0.002 | 0.16 | 0.001 | 10 | 0.528 | 0.0033 | 0.164 |
| 0.01 | 1 | 0.021 | 0.003 | 0.163 | 0.01 | 1 | 0.534 | 0.0034 | 0.168 |
| 0.01 | 5 | 0.055 | 0.008 | 0.173 | 0.01 | 5 | 0.532 | 0.0048 | 0.165 |
| 0.01 | 10 | 0.108 | 0.01 | 0.175 | 0.01 | 10 | 0.598 | 0.011 | 0.176 |
| 0.1 | 1 | 0.104 | 0.024 | 0.171 | 0.1 | 1 | 0.54 | 0.011 | 0.167 |
| 0.1 | 5 | 0.497 | 0.076 | 0.255 | 0.1 | 5 | 0.855 | 0.065 | 0.247 |
| 0.1 | 10 | 1.001 | 0.1 | 0.263 | 0.1 | 10 | 1.353 | 0.099 | 0.264 |
| 1 | 1 | 0.996 | 0.227 | 0.537 | 1 | 1 | 1.151 | 0.125 | 0.434 |
| 1 | 5 | 4.993 | 0.755 | 1.964 | 1 | 5 | 5.425 | 0.665 | 1.957 |
| 1 | 10 | 10 | 0.988 | 2 | 1 | 10 | 10.225 | 0.961 | 2 |
Only one simulation was performed in the null case p = 0 due to the computational burden of EMD. The results confirm the conclusions of Table 1.