Case 1 | Case 2 | |
---|---|---|
Var(K) | 18.454 | 18.393 |
Var(Π) | 1.453 | 1.505 |
Var(ξ_{1}) | 1.954 | 1.964 |
Cov(Π, K) | 3.786 | 3.921 |
Cov(K, ξ_{1}) | 2.058 | 2.025 |
D_{T} | -1.798^{*}^{*}^{*} | -1.790^{*}^{*}^{*} |
D_{F} | -4.579^{*}^{*}^{*} | -4.555^{*}^{*}^{*} |
Statistical significance was calculated from the empirical distribution of D_{T} and D_{F}. For D_{T}, the critical values for the 1% significance tests are -1.663 (case 1) and -1.660 (case 2), and for D_{F} the values are -2.829 (case 1) and -2.631 (case 2). The values are estimated from 10,000 simulated samples. ^{*}^{*}^{*}The test result is significant at 1% level.