A nonparametric test for trend based on initial ranks

Abstract

We compare the power of several nonparametric statistics for testing the hypothesis of an i.i.d. sequence against the alternative of an increasing trend in location or scale. We introduce a new test based on initial ranks and display it to perform consistently as good as or better than the classical tests due to Kendall and Spearman. The same is true for a test based on inverse-normally transformed ranks.