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Empirical probabilities at F quantiles: the Gaussian orthogonal ensemble case
| n | 50 | 100 | 500 | 1000 | 2000 | 5000 |
|---|---|---|---|---|---|---|
| α = 0·01 | 0·0191 | 0·0154 | 0·0125 | 0·0128 | 0·0103 | 0·0114 |
| α = 0·05 | 0·0813 | 0·0709 | 0·0580 | 0·0570 | 0·0534 | 0·0526 |
| α = 0·25 | 0·1835 | 0·2016 | 0·2293 | 0·2350 | 0·2353 | 0·2427 |
| α = 0·50 | 0·4078 | 0·4314 | 0·4689 | 0·4804 | 0·4886 | 0·4889 |
| α = 0·75 | 0·6720 | 0·6922 | 0·7257 | 0·7320 | 0·7464 | 0·7405 |
| α = 0·95 | 0·9179 | 0·9286 | 0·9432 | 0·9448 | 0·9469 | 0·9482 |
| α = 0·99 | 0·9808 | 0·9843 | 0·9891 | 0·9882 | 0·9889 | 0·9888 |
