A Maximum Rank-Sum Test for One-Pulse Variation in Monthly Data

✍ Scribed by Prof. O. Marrero

• Publisher: John Wiley and Sons
• Year: 1992
• Tongue: English
• Weight: 792 KB
• Volume: 34
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.4710340409

✦ Synopsis

Abstract

A nonparametric test to detect a pulse in monthly data is presented. This test is a maximum rank‐sum test. The test statistic can be computed from frequencies or rates. The exact null distribution of the test statistic is tabulated for pulses that last 3, 4, 5, or 6 months. Estimates from a simulation study of the test's type I error rate and power are presented. The statistical modeling of the data is discussed. Several examples are given to illustrate the application of the test and the modeling procedures. Practical matters such as the treatment of tied observations, the effect of unequal lengths in the months, sample‐size calculation, and post‐test power analysis are discussed and illustrated with examples.