From: Statistical reasoning in dependent p-generalized elliptically contoured distributions and beyond
Simulation sample size N: | 200 | 400 | 800 | 2000 | F 30,30,q (2) |
---|---|---|---|---|---|
5-percentile | 0.541 | 0.523 | 0.546 | 0.545 | 0.543 |
95-percentile | 1.933 | 1.984 | 1.864 | 1.858 | 1.841=1/0.543 |