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Topic: The power of a test
Replies: 5   Last Post: Jun 13, 2013 6:29 PM

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Cristiano

Posts: 36
Registered: 12/7/12
The power of a test
Posted: Jun 7, 2013 5:25 AM
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In this paper (275 kB):
https://wis.kuleuven.be/stat/robust/papers/2004/tailweightCOMPSTAT04.pdf
page 757 (page 5 of the pdf), there is the table 2 which is not clear
(to me).

The column G_0,0.0 (which should mean N(0,1)) shows the JB statistics
for alpha= 5%.
For the cell JB / G_0,0.0 I expected to see something around 0.05
instead of 0.038, because alpha= 0.05.
Please, could someone explain why there is 0.038?

Thanks
Cristiano



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