Variable | Rejection probability of \(\bf H_0^{(1)}\) | Rejection probability of \(\bf H_0^{(2)}\) | ||||||
---|---|---|---|---|---|---|---|---|
Z= | \(\bf H_0^{(1)}=\) | \(\bf H_0^{(2)}=\) | n=500 | n=1000 | n=5000 | n=500 | n=1000 | n=5000 |
\(X_1\) | false | false | 0.300 | 0.571 | 1.000 | 0.797 | 0.969 | 1.000 |
\(X_2\) | false | false | 0.303 | 0.561 | 0.999 | 0.776 | 0.963 | 1.000 |
\(X_3\) | true | false | 0.000 | 0.000 | 0.000 | 0.866 | 0.985 | 1.000 |
\(X_4\) | true | true | 0.000 | 0.000 | 0.002 | 0.061 | 0.058 | 0.066 |
\(X_5\) | true | true | 0.000 | 0.002 | 0.001 | 0.063 | 0.050 | 0.074 |
Z | false | true | 0.154 | 0.226 | 0.572 | 0.045 | 0.065 | 0.063 |