Nominal level

0.01

0.001

1 × 10 4

1 × 10 5

1 × 10 6

1 × 10 7

1 × 10 8

Empirical level

0.0097

9.9 × 10 4

9.5 × 10 5

9.8 × 10 6

9.4 × 10 7

9.6 × 10 8

9.1 × 10 9