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Detecting changes in trends in water quality using modified Kendall's tau

✍ Scribed by P. F. Darken; G. I. Holtzman; E. P. Smith; Carl E. Zipper


Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
93 KB
Volume
11
Category
Article
ISSN
1180-4009

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✦ Synopsis


A method for testing the equivalence of two modi_ed Kendall|s tau nonparametric correlation coe.cients\ neither necessarily equal to zero\ is presented[ Several estimators of the variance of t ¼ mod were evaluated using simulation[ A bootstrap estimate\ the standard null!case variance estimate\ and a delta method variance estimate are shown to provide reasonable estimates in di}erent circumstances[ The results of a power study are also given\ including a comparison with the test of equivalence of two Pearson correlation coe.cients[ The variance estimators and their corresponding Wald!type tests were studied under di}erent conditions\ including the presence of varying degrees of serial correlation\ di}erent distributions\ and di}erent percentages of tied data[ The power study revealed that in the presence of serial correlation\ a new method for estimating variance\ called the effective sample size bootstrap\ allowed the hypothesis test to consistently hold its level while no other method of estimating the variance did[ Finally\ through the use of an example\ it is demonstrated how this test can be used to detect changes in trend of water!quality variables over time [ Copyright Þ 1999 John Wiley


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