One-Sample Tests for Dependent Observations

  • Willem Albers
Part of the Czechoslovak Academy of Sciences book series (TPCI, volume 8A)


If the observations are dependent it is well-known that the usual one-sample tests may be invalidated. For the case where the observations come from a moving average process or from an autoregressive process, some methods are discussed to obtain tests which have at least asymptotically the prescribed level.




  1. Albers, W. (1976 a): Testing the mean of a normal population under dependence. Submitted to the Ann. of Statist.Google Scholar
  2. Albers, W. (1976 b): One-sample rank tests under autoregressive dependence. To appear in the Ann. of Statist.Google Scholar
  3. Anderson, T.W. (1971): The statistical analysis of time series. Wiley, New York.MATHGoogle Scholar

Copyright information

© ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague 1978

Authors and Affiliations

  • Willem Albers
    • 1
  1. 1.Department of MathematicsTechnological University TwenteEnschedeThe Netherlands

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