(µ
1
, µ
2
, γ
1
, γ
2
)
n=100
n=1000
(0,0,0,0)
0.037
0.046
(1, -1, 0.1, 0.1)
(1, -1, 0.2, 0.2)
(2, -2, 0.1, 0.1)
(2, -2, 0.2, 0.2)
0.038
0.037
0.079
0.029
0.054
0.042
0.384
0.039
(1, 0, 0.2, 0.1)
( 0, -1, 0.2, 0.1)
(2, 0, 0.2, 0.1)
( 0, -2, 0.2, 0.1)
0.353
0.101
0.902
0.443
1.000
0.854
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)
0.102
0.182
0.191
0.275
0.720
0.988
0.978
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 2:
Type I Error and Power for BCN+NP Data: α
1
=α
4
=0.02, α
2
=α
3
=0.005.
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