Date: Jun 8, 2013 7:10 PM
Author: Cristiano
Subject: Re: The power of a test
On 08/06/2013 1:56, Rich Ulrich wrote:

> The text says that this is the empirical result of 1000

> random samples. Apparently, there were 38 "rejections"

> rather than 50, in this particular Monte Carlo experiment.

>

> The 95% CI for 50 (as a Poisson, small count) is about (37, 65)

> so this result is not too unusual.

Can we suppose that they used an approximate critical value?

I think that, because they say: "In this way, the ?rst column depicts

the *actual size of the tests*, while the other columns represent their

power.", which could be interpreted as: "using a good estimation of the

critical value for JB, we get the actual size of the test with G_0,0.0".

Does it make any sense?

Cristiano