Alpha

The significance level: 0.01, 0.05, 0.10, and 0.20.

Rejection Count

The number of simulations where the test rejects at the corresponding significance level.

Rejection Rate

The proportion of simulations where the test rejects at the corresponding significance level.

Lower 95% and Upper 95%

Lower and upper limits for a 95% confidence interval for the simulated rejection rate. The interval is computed using the Wilson score method. See Wilson (1927).

Tip: Increase the Number of Samples for a narrower confidence interval.