Table 2.
Power of the tests with statistics P, M, W, and G (100 000 simulated values each) at nominal size α = 0.05, for d = 2, k = 2, (n1, n2) = (10, 10), mean directions separated by δ = 5, 10, 15, 20, 25, 30, 35, 40 degrees, and ρ = 0.45, 0.60, 0.75, 0.85.
| δ | ρ = 0.45 | ρ = 0.60 | ||||||
|---|---|---|---|---|---|---|---|---|
|
|
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| P | M | W | G | P | M | W | G | |
| 5 | 0.06 | 0.09 | 0.05 | 0.08 | 0.05 | 0.06 | 0.04 | 0.07 |
| 10 | 0.06 | 0.10 | 0.05 | 0.08 | 0.06 | 0.07 | 0.04 | 0.08 |
| 15 | 0.07 | 0.11 | 0.06 | 0.09 | 0.08 | 0.09 | 0.06 | 0.10 |
| 20 | 0.09 | 0.13 | 0.07 | 0.11 | 0.11 | 0.12 | 0.08 | 0.13 |
| 25 | 0.10 | 0.15 | 0.08 | 0.13 | 0.14 | 0.15 | 0.11 | 0.17 |
| 30 | 0.12 | 0.18 | 0.10 | 0.15 | 0.18 | 0.20 | 0.14 | 0.22 |
| 35 | 0.15 | 0.20 | 0.12 | 0.18 | 0.23 | 0.25 | 0.18 | 0.28 |
| 40 | 0.17 | 0.24 | 0.15 | 0.21 | 0.29 | 0.31 | 0.23 | 0.33 |
|
| ||||||||
| δ | ρ = 0.75 | ρ = 0.85 | ||||||
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|
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| P | M | W | G | P | M | W | G | |
|
| ||||||||
| 5 | 0.06 | 0.05 | 0.04 | 0.07 | 0.06 | 0.06 | 0.05 | 0.08 |
| 10 | 0.08 | 0.08 | 0.06 | 0.10 | 0.10 | 0.10 | 0.09 | 0.13 |
| 15 | 0.12 | 0.11 | 0.09 | 0.14 | 0.17 | 0.17 | 0.14 | 0.20 |
| 20 | 0.17 | 0.16 | 0.13 | 0.20 | 0.26 | 0.26 | 0.23 | 0.31 |
| 25 | 0.24 | 0.23 | 0.19 | 0.28 | 0.38 | 0.38 | 0.34 | 0.43 |
| 30 | 0.32 | 0.31 | 0.26 | 0.37 | 0.50 | 0.50 | 0.46 | 0.56 |
| 35 | 0.41 | 0.40 | 0.34 | 0.46 | 0.63 | 0.63 | 0.59 | 0.68 |
| 40 | 0.50 | 0.49 | 0.43 | 0.55 | 0.74 | 0.74 | 0.70 | 0.79 |