Table 1.

True and false discovery rates and time comparisons for NCMD, NMCD+ and ED-PELT. Values in the table are mean (standard errors in parentheses) for 100 replications

	$\text{True Discovery Rate}$			$\text{False Discovery Rate}$			Time
	NMCD	NMCD+	ED-PELT	NMCD	NMCD+	ED-PELT	NMCD (min)	NMCD+ (s)	ED-PELT (s)
(I)
N(0, 1)	0.927 (0.002)	0.912 (0.003)	0.924 (0.002)	0.073 (0.002)	0.088 (0.003)	0.076 (0.002)	19.403 (0.051)	1.677 (0.007)	0.102 (0.003)
$t_{(3)}$	0.803 (0.004)	0.763 (0.004)	0.796 (0.004)	0.233 (0.004)	0.240 (0.004)	0.210 (0.004)	21.037 (0.065)	1.685 (0.008)	0.129 (0.003)
${\mathit{\chi }}_{(3)}^2$	0.908 (0.003)	0.834 (0.003)	0.911 (0.003)	0.097 (0.003)	0.166 (0.003)	0.091 (0.003)	19.623 (0.040)	1.651 (0.006)	0.159 (0.001)
(II)
N(0, 1)	0.580 (0.007)	0.398 (0.005)	0.583 (0.007)	0.454 (0.007)	0.609 (0.005)	0.424 (0.007)	19.963 (0.061)	1.577 (0.002)	0.288 (0.006)
$t_{(3)}$	0.482 (0.006)	0.323 (0.005)	0.487 (0.006)	0.567 (0.006)	0.695 (0.005)	0.527 (0.006)	10.732 (0.088)	1.578 (0.001)	0.216 (0.002)
${\mathit{\chi }}_{(3)}^2$	0.492 (0.006)	0.390 (0.005)	0.502 (0.006)	0.513 (0.007)	0.612 (0.005)	0.498 (0.006)	22.113 (0.050)	1.638 (0.002)	0.317 (0.002)
(III)
	0.477 (0.008)	0.363 (0.008)	0.477 (0.002)	0.531 (0.008)	0.640 (0.008)	0.524 (0.002)	24.717 (0.014)	1.516 (0.015)	0.351 (0.002)