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PARAMETRIC AND NONPARAMETRIC TESTS FOR DEPENDENT DATA 1
Author(s) -
ElShaarawi A. H.,
Damsleth Eivind
Publication year - 1988
Publication title -
jawra journal of the american water resources association
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.957
H-Index - 105
eISSN - 1752-1688
pISSN - 1093-474X
DOI - 10.1111/j.1752-1688.1988.tb00901.x
Subject(s) - nonparametric statistics , parametric statistics , sign (mathematics) , binary number , statistics , autocorrelation , binary data , sign test , mathematics , computer science , econometrics , arithmetic , mathematical analysis , wilcoxon signed rank test , mann–whitney u test
Simulation and analytical results show that ignoring serial dependence can have serious effects on the performance of the t, sign, and Wilcoxen tests. In particular, the true significance levels of these tests are altered significantly from the intended nominal levels. Modifications for these tests are given and shown to have the correct significance levels. Furthermore, an estimate of serial correlation is suggested for binary data and evaluated by simulation. An application to the toxic contaminants data from the Niagara River concludes the paper.