P-value estimates resulting for different choices of the priors π_d in row 13 of algorithm 2. Gray and black show the results for a Gaussian prior centered on the estimated parameter values with the scale parameters taken as 3 σ, with σ the estimated standard deviation of the parameter estimates. Gray shows examples of p-values , and black shows the mean p-value. Red and blue show results for uniform priors with intervals centered on the estimated parameter values and widths taken as 1 σ (red) and 10 σ (blue). The true (oracle) p-value is shown in green.