This vignette explains Rosner’s generalized extreme Studentized deviate test for multiple potential outliers. It includes the sequential testing procedure, critical values, and the simulation tables used to assess Type I error and determine when warnings are issued.
Related vignettes:
Help topic: rosnerTest.
Let denote the observations. We assume that of these observations come from the same normal (Gaussian) distribution, and that the most “extreme” observations may or may not represent observations from a different distribution. Let denote the observations left after omiting the most extreme observations, where . Let and denote the mean and standard deviation, respectively, of the observations in the data that remain after removing the most extreme observations. Thus, and denote the mean and standard deviation for the full sample, and in general
For a specified value of , the most extreme observation is the one that is the greatest distance from the mean for that data set, i.e.,
Thus, an extreme observation may be the smallest or the largest one in that data set.
Rosner’s test is based on the statistics , which represent the extreme Studentized deviates computed from successively reduced samples of size :
Critical values for are denoted and are computed as:
where denotes the ’th quantile of Student’s t-distribution with degrees of freedom, and in this case
where denotes the Type I error level.
The algorithm for determining the number of outliers is as follows:
Based on a study using N=1,000 simulations, Rosner’s (1983) Table 1 shows the estimated true Type I error of declaring at least one outlier when none exists for various sample sizes ranging from 10 to 100, and the declared maximum number of outliers ranging from 1 to 10. Based on that table, Roser (1983) declared that for an assumed Type I error level of 0.05, as long as , the estimated levels are quite close to 0.05, and that similar results were obtained assuming a Type I error level of 0.01. However, the table below is an expanded version of Rosner’s (1983) Table 1 and shows results based on N=10,000 simulations. You can see that for an assumed Type I error of 0.05, the test maintains the Type I error fairly well for sample sizes as small as as long as , and for , as long as . Also, for an assumed Type I error of 0.01, the test maintains the Type I error fairly well for sample sizes as small as as long as .
Based on these results, when warn=TRUE, a warning is
issued for the following cases indicating that the assumed Type I error
may not be correct:
alpha is greater than 0.01, the sample
size is less than 15, and k is greater than
1.alpha is greater than 0.01, the sample
size is at least 15 and less than 25, and k is greater than
2.alpha is less than or equal to 0.01, the
sample size is less than 15, and k is greater than
1.k is greater than 10, or greater than the
floor of half of the sample size (i.e., greater than the greatest
integer less than or equal to half of the sample size). A warning is
given for this case because simulations have not been done for this
case.Table 1a. Observed Type I Error Levels based on 10,000 Simulations, 3 to 5.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 3 | 1 | 0.047 | 0.043 | 0.051 | 0.009 | 0.007 | 0.01 |
| 4 | 1 | 0.049 | 0.045 | 0.053 | 0.010 | 0.008 | 0.012 |
| 2 | 0.107 | 0.101 | 0.113 | 0.021 | 0.018 | 0.024 | |
| 5 | 1 | 0.048 | 0.044 | 0.053 | 0.008 | 0.006 | 0.009 |
| 2 | 0.095 | 0.090 | 0.101 | 0.020 | 0.018 | 0.023 |
Table 1b. Observed Type I Error Levels based on 10,000 Simulations, 6 to 10.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 6 | 1 | 0.048 | 0.044 | 0.053 | 0.010 | 0.009 | 0.012 |
| 2 | 0.085 | 0.080 | 0.091 | 0.017 | 0.015 | 0.020 | |
| 3 | 0.141 | 0.134 | 0.148 | 0.028 | 0.025 | 0.031 | |
| 7 | 1 | 0.048 | 0.044 | 0.053 | 0.013 | 0.011 | 0.015 |
| 2 | 0.080 | 0.075 | 0.086 | 0.017 | 0.015 | 0.020 | |
| 3 | 0.112 | 0.106 | 0.118 | 0.022 | 0.019 | 0.025 | |
| 8 | 1 | 0.048 | 0.044 | 0.053 | 0.011 | 0.009 | 0.013 |
| 2 | 0.080 | 0.074 | 0.085 | 0.017 | 0.014 | 0.019 | |
| 3 | 0.102 | 0.096 | 0.108 | 0.020 | 0.017 | 0.023 | |
| 4 | 0.143 | 0.136 | 0.150 | 0.028 | 0.025 | 0.031 | |
| 9 | 1 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 |
| 2 | 0.069 | 0.064 | 0.074 | 0.014 | 0.012 | 0.016 | |
| 3 | 0.097 | 0.091 | 0.103 | 0.018 | 0.015 | 0.021 | |
| 4 | 0.120 | 0.114 | 0.126 | 0.024 | 0.021 | 0.027 | |
| 10 | 1 | 0.051 | 0.047 | 0.056 | 0.010 | 0.008 | 0.012 |
| 2 | 0.068 | 0.063 | 0.073 | 0.012 | 0.010 | 0.014 | |
| 3 | 0.085 | 0.080 | 0.091 | 0.015 | 0.013 | 0.017 | |
| 4 | 0.106 | 0.100 | 0.112 | 0.021 | 0.018 | 0.024 | |
| 5 | 0.135 | 0.128 | 0.142 | 0.025 | 0.022 | 0.028 |
Table 1c. Observed Type I Error Levels based on 10,000 Simulations, 11 to 15.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 11 | 1 | 0.052 | 0.048 | 0.056 | 0.012 | 0.010 | 0.014 |
| 2 | 0.070 | 0.065 | 0.075 | 0.014 | 0.012 | 0.017 | |
| 3 | 0.082 | 0.077 | 0.088 | 0.014 | 0.011 | 0.016 | |
| 4 | 0.101 | 0.095 | 0.107 | 0.019 | 0.016 | 0.021 | |
| 5 | 0.116 | 0.110 | 0.123 | 0.022 | 0.019 | 0.024 | |
| 12 | 1 | 0.052 | 0.047 | 0.056 | 0.011 | 0.009 | 0.013 |
| 2 | 0.067 | 0.062 | 0.072 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.074 | 0.069 | 0.080 | 0.016 | 0.013 | 0.018 | |
| 4 | 0.088 | 0.082 | 0.093 | 0.016 | 0.014 | 0.019 | |
| 5 | 0.099 | 0.093 | 0.105 | 0.016 | 0.013 | 0.018 | |
| 6 | 0.117 | 0.111 | 0.123 | 0.021 | 0.018 | 0.023 | |
| 13 | 1 | 0.048 | 0.044 | 0.052 | 0.010 | 0.008 | 0.012 |
| 2 | 0.064 | 0.059 | 0.069 | 0.014 | 0.012 | 0.016 | |
| 3 | 0.070 | 0.065 | 0.075 | 0.013 | 0.011 | 0.015 | |
| 4 | 0.079 | 0.074 | 0.084 | 0.014 | 0.012 | 0.017 | |
| 5 | 0.088 | 0.083 | 0.094 | 0.015 | 0.013 | 0.018 | |
| 6 | 0.109 | 0.103 | 0.115 | 0.020 | 0.017 | 0.022 | |
| 14 | 1 | 0.046 | 0.042 | 0.051 | 0.009 | 0.007 | 0.011 |
| 2 | 0.062 | 0.057 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 3 | 0.069 | 0.064 | 0.074 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.077 | 0.072 | 0.082 | 0.015 | 0.013 | 0.018 | |
| 5 | 0.084 | 0.079 | 0.090 | 0.016 | 0.013 | 0.018 | |
| 6 | 0.091 | 0.085 | 0.097 | 0.017 | 0.014 | 0.019 | |
| 7 | 0.107 | 0.101 | 0.113 | 0.018 | 0.016 | 0.021 | |
| 15 | 1 | 0.054 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 |
| 2 | 0.057 | 0.053 | 0.062 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.065 | 0.060 | 0.069 | 0.013 | 0.011 | 0.016 | |
| 4 | 0.073 | 0.068 | 0.078 | 0.014 | 0.011 | 0.016 | |
| 5 | 0.074 | 0.069 | 0.079 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.086 | 0.081 | 0.092 | 0.015 | 0.013 | 0.017 | |
| 7 | 0.099 | 0.094 | 0.105 | 0.018 | 0.015 | 0.020 |
Table 1d. Observed Type I Error Levels based on 10,000 Simulations, 16 to 20.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 16 | 1 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 |
| 2 | 0.055 | 0.051 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.068 | 0.063 | 0.073 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.074 | 0.069 | 0.079 | 0.015 | 0.013 | 0.017 | |
| 5 | 0.077 | 0.072 | 0.082 | 0.015 | 0.013 | 0.018 | |
| 6 | 0.075 | 0.070 | 0.080 | 0.013 | 0.011 | 0.016 | |
| 7 | 0.087 | 0.082 | 0.093 | 0.017 | 0.014 | 0.020 | |
| 8 | 0.096 | 0.090 | 0.101 | 0.016 | 0.014 | 0.019 | |
| 17 | 1 | 0.047 | 0.043 | 0.051 | 0.008 | 0.007 | 0.010 |
| 2 | 0.059 | 0.054 | 0.063 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.062 | 0.057 | 0.067 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.070 | 0.065 | 0.075 | 0.012 | 0.009 | 0.014 | |
| 5 | 0.069 | 0.064 | 0.074 | 0.012 | 0.010 | 0.015 | |
| 6 | 0.071 | 0.066 | 0.076 | 0.015 | 0.012 | 0.017 | |
| 7 | 0.081 | 0.076 | 0.087 | 0.014 | 0.012 | 0.016 | |
| 8 | 0.083 | 0.078 | 0.088 | 0.015 | 0.013 | 0.017 | |
| 18 | 1 | 0.051 | 0.047 | 0.055 | 0.010 | 0.008 | 0.012 |
| 2 | 0.056 | 0.052 | 0.061 | 0.012 | 0.010 | 0.014 | |
| 3 | 0.065 | 0.060 | 0.070 | 0.012 | 0.010 | 0.015 | |
| 4 | 0.065 | 0.060 | 0.070 | 0.013 | 0.011 | 0.015 | |
| 5 | 0.069 | 0.064 | 0.074 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.068 | 0.063 | 0.073 | 0.014 | 0.011 | 0.016 | |
| 7 | 0.072 | 0.067 | 0.077 | 0.014 | 0.011 | 0.016 | |
| 8 | 0.076 | 0.071 | 0.081 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.081 | 0.076 | 0.086 | 0.012 | 0.010 | 0.014 | |
| 19 | 1 | 0.051 | 0.046 | 0.055 | 0.008 | 0.006 | 0.010 |
| 2 | 0.059 | 0.055 | 0.064 | 0.012 | 0.010 | 0.014 | |
| 3 | 0.059 | 0.054 | 0.064 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.061 | 0.057 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 5 | 0.067 | 0.062 | 0.072 | 0.013 | 0.010 | 0.015 | |
| 6 | 0.066 | 0.061 | 0.071 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.069 | 0.064 | 0.074 | 0.013 | 0.011 | 0.015 | |
| 8 | 0.074 | 0.069 | 0.079 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.082 | 0.077 | 0.087 | 0.015 | 0.013 | 0.018 | |
| 20 | 1 | 0.053 | 0.048 | 0.057 | 0.011 | 0.009 | 0.013 |
| 2 | 0.056 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.060 | 0.056 | 0.065 | 0.009 | 0.007 | 0.011 | |
| 4 | 0.063 | 0.058 | 0.068 | 0.012 | 0.010 | 0.014 | |
| 5 | 0.063 | 0.059 | 0.068 | 0.014 | 0.011 | 0.016 | |
| 6 | 0.063 | 0.058 | 0.067 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.065 | 0.061 | 0.070 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.070 | 0.065 | 0.076 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.076 | 0.070 | 0.081 | 0.013 | 0.011 | 0.015 | |
| 10 | 0.081 | 0.076 | 0.087 | 0.012 | 0.010 | 0.014 |
Table 1e. Observed Type I Error Levels based on 10,000 Simulations, 21 to 25.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 21 | 1 | 0.054 | 0.049 | 0.058 | 0.013 | 0.011 | 0.015 |
| 2 | 0.054 | 0.049 | 0.058 | 0.012 | 0.010 | 0.014 | |
| 3 | 0.058 | 0.054 | 0.063 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.058 | 0.054 | 0.063 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.064 | 0.059 | 0.069 | 0.013 | 0.011 | 0.016 | |
| 6 | 0.066 | 0.061 | 0.071 | 0.012 | 0.010 | 0.015 | |
| 7 | 0.063 | 0.058 | 0.068 | 0.013 | 0.011 | 0.015 | |
| 8 | 0.066 | 0.061 | 0.071 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.073 | 0.068 | 0.078 | 0.013 | 0.011 | 0.015 | |
| 10 | 0.071 | 0.066 | 0.076 | 0.012 | 0.010 | 0.014 | |
| 22 | 1 | 0.047 | 0.042 | 0.051 | 0.010 | 0.008 | 0.012 |
| 2 | 0.058 | 0.053 | 0.062 | 0.012 | 0.010 | 0.015 | |
| 3 | 0.056 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 4 | 0.059 | 0.055 | 0.064 | 0.012 | 0.010 | 0.014 | |
| 5 | 0.061 | 0.057 | 0.066 | 0.009 | 0.008 | 0.011 | |
| 6 | 0.063 | 0.058 | 0.068 | 0.013 | 0.010 | 0.015 | |
| 7 | 0.065 | 0.060 | 0.070 | 0.013 | 0.010 | 0.015 | |
| 8 | 0.065 | 0.060 | 0.070 | 0.014 | 0.012 | 0.016 | |
| 9 | 0.065 | 0.060 | 0.070 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.067 | 0.062 | 0.072 | 0.012 | 0.009 | 0.014 | |
| 23 | 1 | 0.051 | 0.047 | 0.056 | 0.008 | 0.007 | 0.010 |
| 2 | 0.056 | 0.052 | 0.061 | 0.010 | 0.009 | 0.012 | |
| 3 | 0.056 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.062 | 0.057 | 0.066 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.061 | 0.056 | 0.065 | 0.010 | 0.009 | 0.012 | |
| 6 | 0.060 | 0.055 | 0.064 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.062 | 0.057 | 0.066 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.063 | 0.058 | 0.068 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.066 | 0.061 | 0.071 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.068 | 0.063 | 0.073 | 0.014 | 0.012 | 0.017 | |
| 24 | 1 | 0.051 | 0.046 | 0.055 | 0.010 | 0.008 | 0.012 |
| 2 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.058 | 0.053 | 0.062 | 0.010 | 0.008 | 0.012 | |
| 4 | 0.060 | 0.056 | 0.065 | 0.013 | 0.011 | 0.015 | |
| 5 | 0.057 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.065 | 0.060 | 0.069 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.062 | 0.057 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 8 | 0.060 | 0.055 | 0.065 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.066 | 0.061 | 0.071 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.064 | 0.059 | 0.068 | 0.012 | 0.010 | 0.015 | |
| 25 | 1 | 0.054 | 0.050 | 0.059 | 0.012 | 0.009 | 0.014 |
| 2 | 0.055 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.057 | 0.052 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.055 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.060 | 0.055 | 0.065 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.060 | 0.055 | 0.064 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.057 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.062 | 0.058 | 0.067 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.058 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.061 | 0.057 | 0.066 | 0.010 | 0.008 | 0.012 |
Table 1f. Observed Type I Error Levels based on 10,000 Simulations, 26 to 30.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 26 | 1 | 0.051 | 0.047 | 0.055 | 0.012 | 0.010 | 0.014 |
| 2 | 0.057 | 0.053 | 0.062 | 0.013 | 0.011 | 0.015 | |
| 3 | 0.055 | 0.050 | 0.059 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.055 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.058 | 0.054 | 0.063 | 0.011 | 0.009 | 0.013 | |
| 6 | 0.061 | 0.056 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.059 | 0.054 | 0.064 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.060 | 0.056 | 0.065 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.060 | 0.056 | 0.065 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.061 | 0.056 | 0.065 | 0.011 | 0.009 | 0.013 | |
| 27 | 1 | 0.050 | 0.046 | 0.054 | 0.009 | 0.007 | 0.011 |
| 2 | 0.054 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.062 | 0.057 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.063 | 0.058 | 0.068 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.051 | 0.047 | 0.055 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.058 | 0.053 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.060 | 0.056 | 0.065 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.056 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.061 | 0.056 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.055 | 0.051 | 0.060 | 0.008 | 0.006 | 0.010 | |
| 28 | 1 | 0.049 | 0.045 | 0.053 | 0.010 | 0.008 | 0.011 |
| 2 | 0.057 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.056 | 0.052 | 0.061 | 0.012 | 0.009 | 0.014 | |
| 4 | 0.057 | 0.053 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.057 | 0.053 | 0.062 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.056 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 7 | 0.057 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.058 | 0.054 | 0.063 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.054 | 0.050 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.062 | 0.057 | 0.067 | 0.011 | 0.009 | 0.013 | |
| 29 | 1 | 0.049 | 0.045 | 0.053 | 0.011 | 0.009 | 0.013 |
| 2 | 0.053 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.056 | 0.051 | 0.060 | 0.010 | 0.009 | 0.012 | |
| 4 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.056 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.057 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.057 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.056 | 0.051 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.057 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 30 | 1 | 0.050 | 0.046 | 0.054 | 0.009 | 0.007 | 0.011 |
| 2 | 0.054 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.056 | 0.052 | 0.061 | 0.012 | 0.010 | 0.015 | |
| 4 | 0.054 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.058 | 0.053 | 0.063 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.062 | 0.058 | 0.067 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.056 | 0.052 | 0.061 | 0.012 | 0.010 | 0.014 | |
| 8 | 0.059 | 0.054 | 0.064 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.056 | 0.052 | 0.061 | 0.010 | 0.009 | 0.012 | |
| 10 | 0.058 | 0.053 | 0.062 | 0.012 | 0.010 | 0.015 |
Table 1g. Observed Type I Error Levels based on 10,000 Simulations, n = 31 to 35.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 31 | 1 | 0.051 | 0.047 | 0.056 | 0.009 | 0.007 | 0.011 |
| 2 | 0.054 | 0.050 | 0.059 | 0.010 | 0.009 | 0.012 | |
| 3 | 0.053 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 4 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.053 | 0.049 | 0.057 | 0.011 | 0.009 | 0.013 | |
| 6 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 7 | 0.055 | 0.050 | 0.059 | 0.012 | 0.010 | 0.014 | |
| 8 | 0.056 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.057 | 0.053 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.058 | 0.053 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 32 | 1 | 0.054 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 |
| 2 | 0.054 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.052 | 0.047 | 0.056 | 0.009 | 0.007 | 0.011 | |
| 4 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.056 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 6 | 0.055 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.055 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.055 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.057 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.054 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 33 | 1 | 0.051 | 0.046 | 0.055 | 0.011 | 0.009 | 0.013 |
| 2 | 0.055 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.056 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 4 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.058 | 0.053 | 0.062 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.057 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.058 | 0.054 | 0.063 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.057 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.055 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 34 | 1 | 0.052 | 0.048 | 0.056 | 0.009 | 0.007 | 0.011 |
| 2 | 0.053 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.055 | 0.050 | 0.059 | 0.012 | 0.010 | 0.014 | |
| 4 | 0.056 | 0.052 | 0.061 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.053 | 0.048 | 0.057 | 0.009 | 0.007 | 0.011 | |
| 6 | 0.055 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 7 | 0.052 | 0.048 | 0.057 | 0.012 | 0.010 | 0.014 | |
| 8 | 0.055 | 0.050 | 0.059 | 0.009 | 0.008 | 0.011 | |
| 9 | 0.055 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.054 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 35 | 1 | 0.051 | 0.046 | 0.055 | 0.010 | 0.009 | 0.012 |
| 2 | 0.054 | 0.049 | 0.058 | 0.010 | 0.009 | 0.012 | |
| 3 | 0.055 | 0.050 | 0.059 | 0.010 | 0.009 | 0.012 | |
| 4 | 0.053 | 0.048 | 0.057 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.056 | 0.051 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 6 | 0.055 | 0.051 | 0.059 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.054 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.054 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.061 | 0.056 | 0.066 | 0.012 | 0.010 | 0.014 | |
| 10 | 0.053 | 0.048 | 0.057 | 0.011 | 0.009 | 0.013 |
Table 1h. Observed Type I Error Levels based on 10,000 Simulations, n = 36 to 40.
| Assumed | Assumed | ||||||
| 95% LCL | 95% UCL | 95% LCL | 95% UCL | ||||
| 36 | 1 | 0.047 | 0.043 | 0.051 | 0.010 | 0.008 | 0.012 |
| 2 | 0.058 | 0.053 | 0.062 | 0.012 | 0.010 | 0.015 | |
| 3 | 0.052 | 0.047 | 0.056 | 0.009 | 0.007 | 0.011 | |
| 4 | 0.052 | 0.048 | 0.056 | 0.012 | 0.010 | 0.014 | |
| 5 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.055 | 0.051 | 0.059 | 0.012 | 0.010 | 0.014 | |
| 7 | 0.053 | 0.048 | 0.057 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.056 | 0.051 | 0.060 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 37 | 1 | 0.050 | 0.046 | 0.055 | 0.010 | 0.008 | 0.012 |
| 2 | 0.054 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 3 | 0.054 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.054 | 0.050 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 5 | 0.054 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.054 | 0.050 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.055 | 0.051 | 0.060 | 0.010 | 0.008 | 0.012 | |
| 8 | 0.055 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.053 | 0.049 | 0.058 | 0.011 | 0.009 | 0.013 | |
| 10 | 0.049 | 0.045 | 0.054 | 0.009 | 0.007 | 0.011 | |
| 38 | 1 | 0.049 | 0.045 | 0.053 | 0.009 | 0.007 | 0.011 |
| 2 | 0.052 | 0.047 | 0.056 | 0.008 | 0.007 | 0.010 | |
| 3 | 0.054 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.055 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.056 | 0.052 | 0.061 | 0.012 | 0.010 | 0.014 | |
| 6 | 0.055 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 7 | 0.049 | 0.045 | 0.053 | 0.009 | 0.007 | 0.011 | |
| 8 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 9 | 0.054 | 0.050 | 0.059 | 0.010 | 0.009 | 0.012 | |
| 10 | 0.055 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 39 | 1 | 0.047 | 0.043 | 0.051 | 0.010 | 0.008 | 0.012 |
| 2 | 0.055 | 0.051 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 3 | 0.053 | 0.049 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 4 | 0.053 | 0.049 | 0.058 | 0.010 | 0.009 | 0.012 | |
| 5 | 0.052 | 0.048 | 0.057 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.053 | 0.049 | 0.058 | 0.010 | 0.008 | 0.012 | |
| 7 | 0.057 | 0.052 | 0.061 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.057 | 0.053 | 0.062 | 0.012 | 0.010 | 0.014 | |
| 9 | 0.050 | 0.046 | 0.055 | 0.010 | 0.008 | 0.012 | |
| 10 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 40 | 1 | 0.049 | 0.045 | 0.054 | 0.010 | 0.008 | 0.012 |
| 2 | 0.052 | 0.048 | 0.057 | 0.010 | 0.009 | 0.012 | |
| 3 | 0.055 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 4 | 0.054 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 5 | 0.054 | 0.050 | 0.059 | 0.010 | 0.008 | 0.012 | |
| 6 | 0.049 | 0.045 | 0.053 | 0.010 | 0.008 | 0.012 | |
| 7 | 0.056 | 0.051 | 0.060 | 0.011 | 0.009 | 0.013 | |
| 8 | 0.054 | 0.050 | 0.059 | 0.011 | 0.009 | 0.013 | |
| 9 | 0.047 | 0.043 | 0.052 | 0.010 | 0.008 | 0.011 | |
| 10 | 0.058 | 0.054 | 0.063 | 0.010 | 0.008 | 0.012 |