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The power of a test
Posted:
Jun 7, 2013 5:25 AM


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



