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On the critical values of the standard normal homogeneity test (SNHT).

Khaliq, M. Naveed; Ouarda, Taha B. M. J. (2007). On the critical values of the standard normal homogeneity test (SNHT). International Journal of Climatology , vol. 27 , nº 5. p. 681-687. DOI: 10.1002/joc.1438.

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Résumé

The use of the standard normal homogeneity test (SNHT) for homogenization of climatological records and studying changes in their patterns has increased in recent years. The critical values of this test were originally developed for sample sizes ranging from 10 to 250 using relatively short Monte Carlo simulations (MCS). The objective of this paper is to improve the critical values of the SNHT and extend them to large sample sizes. The critical values, along with their standard errors, are developed for 108 sample sizes ranging from 10 to 50 000 using 30 replicates of one million samples for each sample size. These critical values mimic the tails of the SNHT statistic better and therefore are more accurate, and would be useful for making correct statistical inference for climate data homogenization and assessment of climate variability in future studies.

Type de document: Article
Mots-clés libres: change‐point; homogenization; Monte Carlo simulations; normal distribution; SNHT; statistical inference; reference series
Centre: Centre Eau Terre Environnement
Date de dépôt: 08 janv. 2021 18:32
Dernière modification: 08 janv. 2021 18:32
URI: http://espace.inrs.ca/id/eprint/10954

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