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?