Figure 3.

Probability density functions (pdfs) of the generalized Q‐statistic (Equation 3) for k = 5, ${\pi }_i^C=0.5$, and τ = 0 (coverage probability equal to nominal coverage rate); k = 5, ${\pi }_i^C=0.1$, and τ = 0 (overcoverage); and k = 160, ${\pi }_i^C=0.1$, and τ = 0.5 (undercoverage). Pdfs based on a sample size of 30 in the experimental and control group were obtained with three different estimators for the sampling variance: ${\widehat{\sigma }}^2$ (solid black line) and ${\sigma }_T^2$ (dashed gray line). The pdf based on a sample size of 300 in both groups with estimator ${\widehat{\sigma }}^2$ is presented with the dotted black line. The pdf of the χ² statistic is denoted by the bold gray line