Effect of Dependence on the Level of Some One-Sample Tests
- 1 December 1971
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 66 (336) , 816
- https://doi.org/10.2307/2284232
Abstract
This article studies the effect that serial correlation of the observations has on the distribution of the mean and two one-sample nonparametric tests, the sign test and the Wilcoxon test. It is shown that relatively slight dependence has a strong influence on the level of these tests.Keywords
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