A Nonparametric Test for Trends in the Occurrence of Rare Events
A nonparametric test for trends in the occurrence of rare events, based on the average position that the events occupy in the series, is presented. This test is formally identical to the Wilcoxon–Mann–Whitney test for the difference of means between two samples. In the present application, however,...
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| Veröffentlicht in: | Journal of climate 2003-08, Vol.16 (15), p.2602-2614 |
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| creator | López-Díaz, José A. |
| description | A nonparametric test for trends in the occurrence of rare events, based on the average position that the events occupy in the series, is presented. This test is formally identical to the Wilcoxon–Mann–Whitney test for the difference of means between two samples. In the present application, however, the range of values of the lengthNof the series for which accurate critical values are available has to be expanded considerably. Exact formulas for thepvalue of the test on the average position for number of eventsm= 2, 3, and 4 are given, as well as a recursive relation for generalm. Since this procedure cannot in practical times be carried out beyond a smallm, a combinatorial technique that allows thep-value computation with great accuracy is explained. Formgreater than around 20 it is shown that the convergence to the normal distribution is good. The power of this nonparametric test is shown to be superior to that of tests based on the interevent times. The test is applied to a series of annual minimum temperatures and to a series of seasonal precipitation totals, thereby illustrating the practical advantages of this approach. |
| doi_str_mv | 10.1175/1520-0442(2003)016<2602:ANTFTI>2.0.CO;2 |
| format | Article |
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This test is formally identical to the Wilcoxon–Mann–Whitney test for the difference of means between two samples. In the present application, however, the range of values of the lengthNof the series for which accurate critical values are available has to be expanded considerably. Exact formulas for thepvalue of the test on the average position for number of eventsm= 2, 3, and 4 are given, as well as a recursive relation for generalm. Since this procedure cannot in practical times be carried out beyond a smallm, a combinatorial technique that allows thep-value computation with great accuracy is explained. Formgreater than around 20 it is shown that the convergence to the normal distribution is good. The power of this nonparametric test is shown to be superior to that of tests based on the interevent times. 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| source | Jstor Complete Legacy; American Meteorological Society; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals |
| subjects | Approximation Arithmetic mean Climate Climate change Critical values Earth, ocean, space Exact sciences and technology External geophysics Geophysics. Techniques, methods, instrumentation and models Nonparametric tests Null hypothesis P values Random sampling Random variables Series convergence Simulation Temperature |
| title | A Nonparametric Test for Trends in the Occurrence of Rare Events |
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