(J,K) and Skew |
Power |
P(type 1 error) |
SAM |
sam-roc |
FC |
Med. FC |
Rank Prod. |
SAM |
sam-roc |
FC |
Med. FC |
Rank Prod. |
(4,4) |
0.0613 |
0.3986 |
0.4395 |
0.4445 |
0.4677 |
0.0022 |
0.0448 |
0.0427 |
0.0409 |
0.0809 |
L |
M |
0.0338 |
0.379 |
0.4538 |
0.4742 |
0.4528 |
0.0014 |
0.0433 |
0.044 |
0.0478 |
0.0791 |
H |
0.018 |
0.3599 |
0.4638 |
0.479 |
0.4318 |
0.001 |
0.0413 |
0.0438 |
0.0474 |
0.0768 |
(8,8) |
0.3594 |
0.6436 |
0.7109 |
0.7235 |
0.6725 |
0.0116 |
0.0473 |
0.0472 |
0.047 |
0.0807 |
L |
M |
0.2415 |
0.584 |
0.6854 |
0.7072 |
0.6415 |
0.008 |
0.0452 |
0.0481 |
0.048 |
0.079 |
H |
0.1224 |
0.5245 |
0.6468 |
0.6818 |
0.5965 |
0.0041 |
0.0417 |
0.0476 |
0.048 |
0.0772 |
(8,15) |
0.4194 |
0.7142 |
0.8144 |
0.8182 |
0.7677 |
0.0132 |
0.0492 |
0.0496 |
0.0492 |
0.0745 |
L |
M |
0.3806 |
0.65 |
0.7767 |
0.7907 |
0.728 |
0.0118 |
0.0477 |
0.05 |
0.0494 |
0.0728 |
H |
0.3229 |
0.5843 |
0.7154 |
0.7521 |
0.6649 |
0.0098 |
0.0444 |
0.0497 |
0.049 |
0.0703 |
(8,20) |
0.4305 |
0.7243 |
0.8409 |
0.8579 |
0.8091 |
0.0134 |
0.0499 |
0.0472 |
0.0481 |
0.0716 |
L |
M |
0.4137 |
0.6596 |
0.8005 |
0.8225 |
0.7616 |
0.0125 |
0.0483 |
0.0475 |
0.0482 |
0.0691 |
H |
0.3864 |
0.5935 |
0.7327 |
0.782 |
0.6932 |
0.0114 |
0.0462 |
0.0473 |
0.0485 |
0.0667 |
(8,25) |
0.4369 |
0.7208 |
0.8638 |
0.873 |
0.8383 |
0.0135 |
0.0498 |
0.0496 |
0.0489 |
0.0687 |
L |
M |
0.4341 |
0.6653 |
0.8248 |
0.8408 |
0.7874 |
0.0131 |
0.0489 |
0.0496 |
0.049 |
0.0663 |
H |
0.4236 |
0.5999 |
0.7543 |
0.7961 |
0.7116 |
0.0126 |
0.0471 |
0.0498 |
0.0491 |
0.0637 |
(12,8) |
0.5427 |
0.7418 |
0.7979 |
0.8108 |
0.7452 |
0.0174 |
0.0481 |
0.049 |
0.0493 |
0.0813 |
L |
M |
0.397 |
0.6644 |
0.7409 |
0.7845 |
0.708 |
0.0126 |
0.0456 |
0.041 |
0.0485 |
0.0795 |
H |
0.2371 |
0.5836 |
0.6944 |
0.7531 |
0.6531 |
0.0074 |
0.0427 |
0.0475 |
0.0484 |
0.0774 |
(10,15) |
0.5984 |
0.7959 |
0.8588 |
0.8601 |
0.8132 |
0.0187 |
0.0488 |
0.049 |
0.048 |
0.0773 |
L |
M |
0.4731 |
0.7204 |
0.8154 |
0.8284 |
0.7703 |
0.0144 |
0.0473 |
0.0489 |
0.0469 |
0.0754 |
H |
0.3608 |
0.632 |
0.7427 |
0.7928 |
0.7028 |
0.0106 |
0.0443 |
0.0488 |
0.047 |
0.0732 |
(10,20) |
0.5895 |
0.8107 |
0.8905 |
0.8973 |
0.8559 |
0.0181 |
0.0496 |
0.0499 |
0.0468 |
0.0744 |
L |
M |
0.488 |
0.744 |
0.8498 |
0.8713 |
0.8099 |
0.0146 |
0.0482 |
0.0497 |
0.0491 |
0.0722 |
H |
0.4168 |
0.6474 |
0.7674 |
0.829 |
0.7354 |
0.0121 |
0.0454 |
0.0498 |
0.0487 |
0.0699 |
(10,26) |
0.5567 |
0.8149 |
0.9068 |
0.9149 |
0.886 |
0.0168 |
0.0499 |
0.0486 |
0.0486 |
0.0722 |
L |
M |
0.4855 |
0.7487 |
0.8648 |
0.8861 |
0.8378 |
0.0145 |
0.0491 |
0.0484 |
0.0485 |
0.0699 |
H |
0.4476 |
0.6574 |
0.7806 |
0.8432 |
0.756 |
0.0132 |
0.047 |
0.0488 |
0.0489 |
0.0673 |
(15,15) |
0.8165 |
0.8931 |
0.9176 |
0.9106 |
0.8735 |
0.0261 |
0.0489 |
0.0485 |
0.0482 |
0.0821 |
L |
M |
0.6801 |
0.8087 |
0.8747 |
0.8889 |
0.8318 |
0.021 |
0.047 |
0.0485 |
0.0483 |
0.0805 |
H |
0.4591 |
0.6829 |
0.7765 |
0.8544 |
0.7588 |
0.0136 |
0.0434 |
0.0483 |
0.048 |
0.0789 |
(15,20) |
0.8581 |
0.916 |
0.9461 |
0.9471 |
0.9169 |
0.0267 |
0.0485 |
0.0496 |
0.0496 |
0.0794 |
L |
M |
0.7353 |
0.8465 |
0.9063 |
0.9261 |
0.8758 |
0.0226 |
0.0482 |
0.0497 |
0.0496 |
0.0778 |
H |
0.5245 |
0.7177 |
0.8052 |
0.8913 |
0.7973 |
0.0153 |
0.0449 |
0.0495 |
0.0496 |
0.0762 |
(15,25) |
0.8775 |
0.9242 |
0.9596 |
0.9585 |
0.9433 |
0.0272 |
0.0492 |
0.0481 |
0.0485 |
0.0777 |
L |
M |
0.7625 |
0.8622 |
0.9219 |
0.939 |
0.9039 |
0.023 |
0.0481 |
0.0482 |
0.0485 |
0.0755 |
H |
0.5577 |
0.7374 |
0.8211 |
0.9036 |
0.8243 |
0.0162 |
0.0462 |
0.0485 |
0.0487 |
0.0738 |
(20,20) |
0.9223 |
0.9537 |
0.9692 |
0.9735 |
0.9423 |
0.0289 |
0.0485 |
0.0495 |
0.0473 |
0.0829 |
L |
M |
0.8192 |
0.8876 |
0.9327 |
0.9592 |
0.9073 |
0.025 |
0.0475 |
0.0495 |
0.0473 |
0.0815 |
H |
0.5906 |
0.7447 |
0.8247 |
0.935 |
0.8312 |
0.0172 |
0.0445 |
0.0497 |
0.0471 |
0.08 |
(20,25) |
0.9416 |
0.9634 |
0.9796 |
0.9827 |
0.9656 |
0.0295 |
0.0483 |
0.05 |
0.0493 |
0.0812 |
L |
M |
0.8542 |
0.9098 |
0.9491 |
0.9715 |
0.9346 |
0.026 |
0.0478 |
0.0499 |
0.0495 |
0.0797 |
H |
0.6364 |
0.7702 |
0.8422 |
0.9488 |
0.8602 |
0.0184 |
0.0457 |
0.0497 |
0.0495 |
0.078 |
(25,25) |
0.9657 |
0.9784 |
0.9882 |
0.989 |
0.977 |
0.0303 |
0.0486 |
0.05 |
0.0488 |
0.0844 |
L |
M |
0.8903 |
0.9319 |
0.9624 |
0.981 |
0.9507 |
0.0268 |
0.0476 |
0.05 |
0.0488 |
0.0829 |
H |
0.6616 |
0.7857 |
0.855 |
0.9644 |
0.8841 |
0.0187 |
0.0453 |
0.0499 |
0.0487 |
0.0815 |
|