Table 5.
Empirical levels and powers of the MDPDE-based Wald-type tests for different α.
| α | ||||||||
|---|---|---|---|---|---|---|---|---|
| ϵ | SampleSize (n) | 0(MLE) | 0.1 | 0.3 | 0.5 | 0.7 | 1.0 | |
| Level | 0 | 50 | 0.114 | 0.139 | 0.156 | 0.181 | 0.208 | 0.243 |
| 100 | 0.061 | 0.105 | 0.121 | 0.163 | 0.184 | 0.206 | ||
| 150 | 0.055 | 0.072 | 0.091 | 0.107 | 0.123 | 0.147 | ||
| 200 | 0.052 | 0.065 | 0.077 | 0.086 | 0.096 | 0.107 | ||
| 250 | 0.052 | 0.059 | 0.065 | 0.075 | 0.081 | 0.092 | ||
| 300 | 0.051 | 0.054 | 0.058 | 0.063 | 0.069 | 0.078 | ||
| 350 | 0.051 | 0.054 | 0.056 | 0.06 | 0.066 | 0.074 | ||
| 400 | 0.05 | 0.052 | 0.054 | 0.057 | 0.061 | 0.067 | ||
| 500 | 0.05 | 0.051 | 0.052 | 0.055 | 0.057 | 0.061 | ||
| 0.05 | 50 | 0.787 | 0.429 | 0.258 | 0.187 | 0.162 | 0.136 | |
| 100 | 0.846 | 0.476 | 0.272 | 0.183 | 0.139 | 0.112 | ||
| 150 | 0.861 | 0.489 | 0.283 | 0.141 | 0.108 | 0.094 | ||
| 200 | 0.877 | 0.495 | 0.29 | 0.127 | 0.089 | 0.078 | ||
| 250 | 0.88 | 0.502 | 0.301 | 0.122 | 0.074 | 0.064 | ||
| 300 | 0.891 | 0.507 | 0.315 | 0.11 | 0.063 | 0.055 | ||
| 350 | 0.897 | 0.516 | 0.319 | 0.108 | 0.06 | 0.055 | ||
| 400 | 0.904 | 0.525 | 0.324 | 0.104 | 0.058 | 0.054 | ||
| 500 | 0.911 | 0.536 | 0.331 | 0.101 | 0.057 | 0.052 | ||
| 0.10 | 50 | 0.825 | 0.478 | 0.286 | 0.21 | 0.179 | 0.142 | |
| 100 | 0.859 | 0.502 | 0.294 | 0.205 | 0.153 | 0.126 | ||
| 150 | 0.873 | 0.497 | 0.292 | 0.178 | 0.117 | 0.105 | ||
| 200 | 0.886 | 0.506 | 0.314 | 0.159 | 0.094 | 0.087 | ||
| 250 | 0.897 | 0.519 | 0.327 | 0.141 | 0.079 | 0.071 | ||
| 300 | 0.904 | 0.522 | 0.332 | 0.138 | 0.067 | 0.06 | ||
| 350 | 0.912 | 0.53 | 0.341 | 0.128 | 0.066 | 0.058 | ||
| 400 | 0.923 | 0.541 | 0.355 | 0.119 | 0.063 | 0.057 | ||
| 500 | 0.928 | 0.553 | 0.362 | 0.116 | 0.061 | 0.055 | ||
| Power | 0 | 50 | 0.94 | 0.953 | 0.968 | 0.979 | 0.99 | 1 |
| 100 | 0.962 | 0.974 | 0.985 | 0.994 | 1 | 1 | ||
| 150 | 0.973 | 0.982 | 0.996 | 1 | 1 | 1 | ||
| 200 | 0.981 | 0.989 | 0.998 | 1 | 1 | 1 | ||
| 250 | 1 | 1 | 1 | 1 | 1 | 1 | ||
| 300 | 1 | 1 | 1 | 1 | 1 | 1 | ||
| 0.05 | 50 | 0.23 | 0.565 | 0.792 | 0.956 | 0.978 | 1 | |
| 100 | 0.249 | 0.582 | 0.815 | 0.983 | 0.994 | 1 | ||
| 150 | 0.261 | 0.598 | 0.849 | 0.991 | 1 | 1 | ||
| 200 | 0.306 | 0.639 | 0.905 | 1 | 1 | 1 | ||
| 250 | 0.369 | 0.692 | 0.941 | 1 | 1 | 1 | ||
| 300 | 0.414 | 0.761 | 0.985 | 1 | 1 | 1 | ||
| 0.10 | 50 | 0.241 | 0.573 | 0.801 | 0.963 | 0.987 | 1 | |
| 100 | 0.258 | 0.596 | 0.831 | 0.99 | 0.999 | 1 | ||
| 150 | 0.269 | 0.607 | 0.863 | 0.994 | 1 | 1 | ||
| 200 | 0.317 | 0.65 | 0.918 | 1 | 1 | 1 | ||
| 250 | 0.383 | 0.708 | 0.954 | 1 | 1 | 1 | ||
| 300 | 0.427 | 0.782 | 0.996 | 1 | 1 | 1 | ||