Table 9b.
ρP | ρT | σ1 | κ | τ | γ = Φ(τ) | ϕ(τ)/Φ(τ) | Δ2|X1,P < c | Type I error rate |
---|---|---|---|---|---|---|---|---|
0.90 | 0.10 | 2.40 | 1.0 | −0.60 | 0.274 | 1.215 | 2.33 | 0.0054 |
−0.30 | 0.382 | 0.998 | 1.92 | 0.0064 | ||||
0.00 | 0.500 | 0.798 | 1.53 | 0.0068 | ||||
0.30 | 0.618 | 0.618 | 1.19 | 0.0063 | ||||
0.60 | 0.726 | 0.459 | 0.88 | 0.0052 | ||||
0.5 | −0.60 | 0.274 | 1.215 | 2.48 | 0.0058 | |||
−0.30 | 0.382 | 0.998 | 2.04 | 0.0068 | ||||
0.00 | 0.500 | 0.798 | 1.63 | 0.0072 | ||||
0.30 | 0.618 | 0.618 | 1.26 | 0.0067 | ||||
0.60 | 0.726 | 0.459 | 0.94 | 0.0055 | ||||
1.20 | 1.0 | −0.60 | 0.274 | 1.215 | 1.17 | 0.0124 | ||
−0.30 | 0.382 | 0.998 | 0.96 | 0.0153 | ||||
0.00 | 0.500 | 0.798 | 0.77 | 0.0161 | ||||
0.30 | 0.618 | 0.618 | 0.59 | 0.0146 | ||||
0.60 | 0.726 | 0.459 | 0.44 | 0.0114 | ||||
0.5 | −0.60 | 0.274 | 1.215 | 1.24 | 0.0236 | |||
−0.30 | 0.382 | 0.998 | 1.02 | 0.0285 | ||||
0.00 | 0.500 | 0.798 | 0.81 | 0.0296 | ||||
0.30 | 0.618 | 0.618 | 0.63 | 0.0269 | ||||
0.60 | 0.726 | 0.459 | 0.47 | 0.0210 |