Testing for differences between two distributions in the presence of serial correlation using the Kolmogorov–Smirnov and Kuiper's tests
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Testing for differences between two distributions in the presence of serial correlation using the Kolmogorov–Smirnov and Kuiper's tests

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  • Journal Title:
    International Journal of Climatology
  • Personal Author:
    Lanzante, John R. ORCID ICON IMG
  • NOAA Program & Office:
  • Description:
    Testing for differences between two states is a staple of climate research, for example, applying a Student's t test to test for the differences in means. A more general approach is to test for differences in the entire distributions. Increasingly, this latter approach is being used in the context of climate change research where some societal impacts may be more sensitive to changes further from the centre of the distribution. The Kolmogorov–Smirnov (KS) test, probably the most widely-used method in distributional testing, along with the closely related, but lesser known Kuiper's (KU) test are examined here. These, like most common statistical tests, assume that the data to which they are applied consist of independent observations. Unfortunately, commonly used data such as daily time series of temperature typically violate this assumption due to day-to-day autocorrelation. This work explores the consequences of this. Three variants of the KS and KU tests are explored: the traditional approach ignoring autocorrelation, use of an ‘effective sample size’ based on the lag-1 autocorrelation, and Monte Carlo simulations employing a first order autoregressive model appropriate to a variety of data commonly used in climate science. Results indicate that large errors in inferences are possible when the temporal coherence is ignored. The guidance and materials provided here can be used to anticipate the magnitude of the errors. Bias caused by the errors can be mitigated via easy to use ‘look-up’ tables or more broadly through application of polynomial coefficients fit to the simulation results.
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  • Source:
    International Journal of Climatology
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  • Document Type:
    Journal Article
  • Rights Information:
    CC BY
  • Compliance:
    Submitted
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