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Effect of Dependence on the Level of Some One-Sample Tests

Joseph L. Gastwirth and Herman Rubin
Journal of the American Statistical Association
Vol. 66, No. 336 (Dec., 1971), pp. 816-820
DOI: 10.2307/2284232
Stable URL: http://www.jstor.org/stable/2284232
Page Count: 5
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Effect of Dependence on the Level of Some One-Sample Tests
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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.

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