Equation B.15 evaluated at different levels u, with the constants 𝒩₁ = 2.3 ± 0.1 and 𝒩₂ = 16.6 ± 0.2 estimated from 20 MC simulations. For each MC simulation, the parameter space S is dis-cretized in 400 evaluations. From this plot, we can conclude if Λ > 8.5, then the null hypothesis H₀ is rejected at a 90% confidence level. It is important to note for small u, the estimated p-value is greater than 1, which for a probability is not possible. This is because the estimation drawn from Equation B.14 only applies to large u. In our case, the prediction for p-values < 10⁻¹ is reasonable, as demonstrated by Vitells (2011, Figs. 2 & 6) in a similar context.