Fig. 6

Estimated powers for the LR and Fieller’s methods against γ. The simulation is based on 10,000 replicates and 5% significance level with n = 2,000, ρ = 0 and γ₀ = 2. a a = 0.1, p = 0.1; b a = 0.1, p = 0.3; c a = 0.3, p = 0.1; d a = 0.3, p = 0.3