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Empirical probabilities at F quantiles: heavy-tailed nonsymmetric distribution Exp(1)
| n | 50 | 100 | 500 | 1000 | 2000 | 5000 |
|---|---|---|---|---|---|---|
| α = 0·01 | 0·0884 | 0·0796 | 0·0253 | 0·0197 | 0·0155 | 0·0130 |
| α = 0·05 | 0·1900 | 0·1839 | 0·0957 | 0·0795 | 0·0689 | 0·0616 |
| α = 0·25 | 0·4387 | 0·4572 | 0·3513 | 0·3204 | 0·3002 | 0·2800 |
| α = 0·50 | 0·6479 | 0·6790 | 0·6086 | 0·5825 | 0·5570 | 0·5338 |
| α = 0·75 | 0·8271 | 0·8540 | 0·8236 | 0·8078 | 0·7920 | 0·7773 |
| α = 0·95 | 0·9615 | 0·9732 | 0·9689 | 0·9666 | 0·9619 | 0·9595 |
| α = 0·99 | 0·9912 | 0·9950 | 0·9948 | 0·9937 | 0·9928 | 0·9920 |
