Table 2 Q₂ (Q₁, Q₃)/n, where n is the sample size and Q _k (k = 1, 2, 3) are the k-th quartile of the empirical true rejections from N = 1000 simulations

m ₁

r ₁

q* = 1%

5%

10%

40

12

11 (9, 13)/123

10 (8, 13)/100

11 (8, 14)/90

24

23 (20, 26)/166

23 (21, 26)/138

23 (21, 25)/125

36

36 (34, 37)/242

36 (34, 37)/207

36 (35, 37)/191

200

60

56 (49, 61)/100

55 (47, 61)/77

55 (49, 61)/67

120

115 (109, 120)/138

118 (112, 124)/110

117 (110, 122)/96

180

179 (176, 182)/207

178 (176, 182)/171

179 (175, 182)/154

40

12

8 (6, 10)/41

8 (5, 10)/34

7 (5, 10)/30

24

21 (19, 23)/56

21 (18, 24)/46

21 (19, 24)/42

36

35 (33, 37)/81

35 (34, 36)/70

36 (34, 37)/64

200

60

42 (36, 48)/34

41 (35, 47)/26

44 (36, 52)/23

120

103 (98, 109)/46

108 (101, 114)/37

104 (98, 111)/32

180

176 (173, 180)/70

177 (173, 180)/57

178 (174, 180)/52

Based on the F-distribution

m ₁

r ₁

q* = 1%

5%

10%

40

12

12 (10, 15)/129

12 (10, 14)/104

12 (10, 15)/94

24

24 (21, 27)/171

25 (23, 27)/142

24 (22, 26)/129

36

36 (35, 37)/246

36 (35, 38)/211

36 (35, 38)/194

200

60

60 (55, 66)/104

61 (54, 66)/80

62 (54, 70)/70

120

123 (117, 128)/142

122 (118, 128)/113

120 (114, 126)/99

180

179 (177, 184)/211

180 (177, 183)/174

181 (178, 184)/157

40

12

13 (10, 15)/47

13 (10, 15)/38

13 (10, 16)/34

24

23 (21, 26)/60

25 (23, 27)/50

25 (23, 27)/46

36

36 (35, 37)/86

35 (35, 38)/73

36 (34, 37)/67

200

60

61 (55, 67)/38

66 (60, 72)/30

66 (59, 71)/26

120

121 (116, 127)/50

123 (116, 128)/40

121 (116, 126)/35

180

180 (177, 183)/73

181 (177, 184)/60

182 (178, 185)/55