Gamma (Γ) | Test statistics | Significance level | ||
---|---|---|---|---|
Over-estimation (Q_mh +) | Under-estimation (Q_mh-) | Over-estimation (p_mh +) | Under-estimation (p_mh-) | |
1 | 2.65755 | 2.65755 | 0.003936 | 0.003936 |
1.05 | 4.25267 | 1.06391 |  < 0.05 |  < 0.05 |
1.1 | 5.77572 | 0.424407 |  < 0.05 |  < 0.05 |
1.15 | 7.23372 | 1.87599 |  < 0.05 |  < 0.05 |
1.2 | 8.63274 | 3.26657 |  < 0.05 |  < 0.05 |
1.25 | 9.97802 | 4.60165 |  < 0.05 |  < 0.05 |
1.3 | 11.2741 | 5.88602 |  < 0.05 |  < 0.05 |
1.35 | 12.5251 | 7.12388 |  < 0.05 |  < 0.05 |
1.4 | 13.7344 | 8.31892 |  < 0.05 |  < 0.05 |
1.45 | 14.9053 | 9.47443 |  < 0.05 |  < 0.05 |
1.5 | 16.0405 | 10.5933 |  < 0.05 | 0.120372 |
1.55 | 17.1425 | 11.6782 |  < 0.05 | 0.24855 |
1.6 | 18.2136 | 12.7314 |  < 0.05 | 0.42041 |
1.65 | 19.2558 | 13.755 |  < 0.05 | 0.422274 |
1.7 | 20.2709 | 14.7509 |  < 0.05 | 0.259298 |
1.75 | 21.2606 | 15.7209 |  < 0.05 | 0.139616 |
1.8 | 22.2264 | 16.6665 |  < 0.05 | 0.065971 |
1.85 | 23.1697 | 17.5892 |  < 0.05 |  < 0.05 |
1.9 | 24.0917 | 18.4902 |  < 0.05 |  < 0.05 |
1.95 | 24.9936 | 19.3707 |  < 0.05 |  < 0.05 |
2 | 25.8764 | 20.2319 |  < 0.05 |  < 0.05 |