Fig. 3.

The maximum probability level ε_max(η) for which the true model is acceptable, ${\mathcal{A}}^{{}^{\ast }}\in {\Lambda }_{\eta ,\epsilon }$, across values of η. For any smaller probability level ${\epsilon }^{\prime }\le {\epsilon }_{max}({\mathcal{A}}^{{}^{\ast }})$, the true model remains acceptable: ${\mathcal{A}}^{{}^{\ast }}\in {\Lambda }_{\eta ,{\epsilon }^{\prime }}$. The horizontal gray line is ε = 0.1.