  We performed Monte Carlo calculations of the statistical distribution of the
$\chi^2$ test statistic used in the analysis of the data of the NEOS, DANSS,
Bugey-3, and PROSPECT short-baseline reactor experiments. We show that the
statistical significance of the NEOS and DANSS indications in favor of
active-sterile neutrino oscillations is smaller than that obtained with the
usual method based on the $\chi^2$ distribution. In the combined analysis of
the data of the four experiments we find that the statistical significance of
active-sterile neutrino oscillations is reduced from $2.4\sigma$ to
$1.8\sigma$.
