Table 3.
Power of the tests with statistics P, M, W, and G (100 000 simulated values each) at nominal size α = 0.05, for d = 3, k = 3, (n1, n2, n3) = (20, 30, 40), two equal mean directions and one 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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|
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| P | M | W | G | P | M | W | G | |
| 5 | 0.06 | 0.07 | 0.09 | 0.06 | 0.06 | 0.06 | 0.07 | 0.07 |
| 10 | 0.07 | 0.09 | 0.12 | 0.08 | 0.10 | 0.10 | 0.11 | 0.11 |
| 15 | 0.10 | 0.12 | 0.16 | 0.11 | 0.17 | 0.17 | 0.18 | 0.18 |
| 20 | 0.15 | 0.18 | 0.22 | 0.16 | 0.27 | 0.28 | 0.30 | 0.29 |
| 25 | 0.22 | 0.25 | 0.30 | 0.23 | 0.42 | 0.42 | 0.45 | 0.44 |
| 30 | 0.30 | 0.34 | 0.39 | 0.32 | 0.58 | 0.58 | 0.61 | 0.60 |
| 35 | 0.40 | 0.44 | 0.50 | 0.42 | 0.72 | 0.73 | 0.75 | 0.74 |
| 40 | 0.50 | 0.54 | 0.61 | 0.52 | 0.85 | 0.85 | 0.87 | 0.86 |
|
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| δ | ρ = 0.75 | ρ = 0.85 | ||||||
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| P | M | W | G | P | M | W | G | |
|
| ||||||||
| 5 | 0.07 | 0.07 | 0.07 | 0.08 | 0.10 | 0.09 | 0.10 | 0.10 |
| 10 | 0.16 | 0.15 | 0.16 | 0.17 | 0.27 | 0.27 | 0.27 | 0.29 |
| 15 | 0.32 | 0.31 | 0.32 | 0.34 | 0.58 | 0.58 | 0.58 | 0.60 |
| 20 | 0.55 | 0.54 | 0.55 | 0.57 | 0.85 | 0.85 | 0.85 | 0.86 |
| 25 | 0.76 | 0.76 | 0.76 | 0.78 | 0.97 | 0.97 | 0.97 | 0.97 |
| 30 | 0.91 | 0.90 | 0.91 | 0.91 | 1.00 | 1.00 | 1.00 | 1.00 |
| 35 | 0.97 | 0.97 | 0.97 | 0.98 | 1.00 | 1.00 | 1.00 | 1.00 |
| 40 | 0.99 | 0.99 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |