TABLE 1.
MC mean | MC SD | Ave MC SE | MSE ratio | MC mean | MC SD | Ave MC SE | MSE ratio | |||
---|---|---|---|---|---|---|---|---|---|---|
(a) Null hypothesis | ||||||||||
|
|
|||||||||
|
0.002 | 0.294 | 0.294 | 1.000 | 0.004 | 0.232 | 0.232 | 1.603 | ||
|
0.002 | 0.221 | 0.221 | 1.000 | 0.002 | 0.189 | 0.189 | 1.330 | ||
|
0.003 | 0.184 | 0.185 | 1.000 | 0.002 | 0.166 | 0.164 | 1.239 | ||
|
0.001 | 0.162 | 0.162 | 1.000 | 0.001 | 0.152 | 0.151 | 1.139 | ||
|
0.000 | 0.146 | 0.146 | 1.000 | 0.000 | 0.147 | 0.146 | 0.991 | ||
|
|
|||||||||
|
0.004 | 0.221 | 0.221 | 1.775 | 0.005 | 0.203 | 0.198 | 2.095 | ||
|
0.002 | 0.178 | 0.178 | 1.534 | 0.002 | 0.168 | 0.165 | 1.717 | ||
|
0.002 | 0.156 | 0.154 | 1.399 | 0.002 | 0.149 | 0.145 | 1.542 | ||
|
0.001 | 0.141 | 0 .140 | 1.327 | 0.001 | 0.138 | 0.136 | 1.380 | ||
|
0.000 | 0.135 | 0.135 | 1.169 | 0.000 | 0.135 | 0.135 | 1.169 |
(b) Alternative hypothesis | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
|
|
|||||||||
|
0.408 | 0.294 | 0.294 | 1.000 | 0.406 | 0.235 | 0.235 | 1.566 | ||
|
0.406 | 0.220 | 0.221 | 1.000 | 0.406 | 0.191 | 0.191 | 1.336 | ||
|
0.404 | 0.185 | 0.185 | 1.000 | 0.405 | 0.167 | 0.165 | 1.221 | ||
|
0.406 | 0.163 | 0.162 | 1.000 | 0.406 | 0.153 | 0.152 | 1.131 | ||
|
0.406 | 0.147 | 0.146 | 1.000 | 0.406 | 0.148 | 0.147 | 0.985 |
|
|
|||||||||
---|---|---|---|---|---|---|---|---|---|---|
|
0.405 | 0.224 | 0.224 | 1.733 | 0.406 | 0.204 | 0.200 | 2.078 | ||
|
0.406 | 0.180 | 0.180 | 1.508 | 0.408 | 0.169 | 0.167 | 1.702 | ||
|
0.405 | 0.158 | 0.155 | 1.378 | 0.408 | 0.150 | 0.147 | 1.523 | ||
|
0.406 | 0.142 | 0.141 | 1.314 | 0.407 | 0.139 | 0.137 | 1.373 | ||
|
0.406 | 0.137 | 0.136 | 1.159 | 0.406 | 0.137 | 0.136 | 1.159 |
Note: MC mean is the mean of 10 000 Monte Carlo estimates; MC SD is the Monte Carlo SD, Ave MC SE is the mean of Monte Carlo SEs, and MSE ratio is the ratio of Monte Carlo mean square error for divided by that for the indicated estimator.