ABSTRACT:Simulation and analytical results show that ignoring serial dependence can have serious effects on the performance of the t, sign, and Wilcoxen tests. In particular, the true significance levels of these tests are altered significantly from the intended nominal levels. Modifications for these tests are given and shown to have the correct significance levels. Furthermore, an estimate of serial correlation is suggested for binary data and evaluated by simulation. An application to the toxic contaminants data from the Niagara River concludes the paper.
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