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Estimated size (%) of the FP and combined (C) tests, nominal level 5%. X,Y ~ Logistic(0, 1).
| m | n = m | n = 2m | n = 4m | |||
|---|---|---|---|---|---|---|
| FP | C | FP | C | FP | C | |
| normal approx. | ||||||
| 5 | 8.01 | 8.01 | 8.24 | 8.24 | 9.29 | 9.35 |
| 10 | 6.45 | 6.45 | 6.62 | 6.65 | 7.09 | 7.26 |
| 20 | 6.10 | 6.11 | 6.05 | 6.13 | 6.25 | 6.38 |
| 30 | 5.28 | 5.29 | 5.70 | 5.81 | 5.82 | 6.04 |
| 50 | 5.46 | 5.47 | 5.64 | 5.73 | 5.66 | 5.93 |
|
| ||||||
| permutation | ||||||
| 5 | 4.10 | 4.10 | 5.02 | 5.02 | 4.81 | 4.81 |
| 10 | 4.99 | 4.99 | 5.22 | 5.15 | 5.16 | 5.13 |
| 20 | 5.44 | 5.44 | 5.38 | 5.34 | 5.29 | 5.19 |
| 30 | 4.91 | 4.89 | 5.19 | 5.15 | 5.37 | 5.34 |
| 50 | 5.24 | 5.24 | 5.38 | 5.38 | 5.30 | 5.41 |
