Distribution of the chi-square values included in the calculation of S_5,n for the single sources in Case A. The thick grey curve is the expected chi-square distribution with 5 degrees of freedom; the coloured curves give the experimental distribution for 300 000 sources using successively higher orders of approximation (α) for the estimated covariances. A fudge factor ω = 1.16 was assumed. For the highest order (α = 4) the experimental distribution is indistinguishable from the theoretical one.