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