FIGURE 1.

Conditional $p$‐value of the true union hypothesis: 5% quantile as a function of a signal‐to‐noise ratio of a possibly false component hypothesis. Solid, dotted, and dot‐dash curves correspond to the threshold $c=5\times {10}^{-4},2.5\times {10}^{-2}$, and $5\times {10}^{-2}$, respectively. Dotted horizontal line $y=0.05$ is added for reference