  We address the validity of the usual procedure to determine the sensitivity
of neutrino oscillation experiments to CP violation. An explicit calibration of
the test statistic is performed through Monte Carlo simulations for several
experimental setups. We find that significant deviations from a $\chi^2$
distribution with one degree of freedom occur for experimental setups with low
sensitivity to $\delta$. In particular, when the allowed region to which
$\delta$ is constrained at a given confidence level is comparable to the whole
allowed range, the cyclic nature of the variable manifests and the premises of
Wilk's theorem are violated. This leads to values of the test statistic
significantly lower than a $\chi^2$ distribution at that confidence level. On
the other hand, for facilities which can place better constraints on $\delta$
the cyclic nature of the variable is hidden and, as the potential of the
facility improves, the values of the test statistics first become slightly
higher than and then approach asymptotically a $\chi^2$ distribution. The role
of sign degeneracies is also discussed.
