(µ
1
, µ
2
, γ
1
, γ
2
)
n=100
n=1000
(0,0,0,0)
0.038
0.038
(1, -1, 0.1, 0.1)
(1, -1, 0.2, 0.2)
(2, -2, 0.1, 0.1)
(2, -2, 0.2, 0.2)
0.050
0.021
0.092
0.015
0.054
0.033
0.521
0.046
(1, 0, 0.2, 0.1)
( 0, -1, 0.2, 0.1)
(2, 0, 0.2, 0.1)
( 0, -2, 0.2, 0.1)
0.291
0.091
0.845
0.408
1.000
0.780
1.000
1.000
(1, -1, 0.2, 0.1)
(1, -2, 0.1, 0.1)
(2, -2, 0.2, 0.1)
(2, -1, 0.2, 0.2)
0.096
0.170
0.137
0.256
0.657
0.979
0.975
1.000
Shown above are results from testing the omnibus null hypothesis based on a simulation of size 1000 and using the procedure from Section 2.
Table 1:
Type I Error and Power for BCN+NP Data: α
1
=α
2
=α
3
=α
4
=0.0125.
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