- Misuses of Statistical Analys s in Climate Research

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1 Msuses of Statstcal Analyss n Clmate Research \ Hans von Storch MaxPancknsttut fr Meteorologe. Hamburg, Germany Talk presented at the 6 MSC, Galway June 1995 See detaled paper n. von Storch and Navarra (eds.): Analyss of Clmate Varab_lty Applcatons of Statstcal Technques. Sprnger Ver]ag 1995, 334 pp

2 Many Msuses Arse from 0 bsesson wth statstcal recpes such as statstcal testng. Use of statstcal technques n a cook book lke manner. Msunderstandng of names such as the decorrelaton tme. The fath n results obtaned wth sophstcated tech. n1ques.

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10 15 Rate of rejectons of the nullhypothess obtaned wth a conventonal ttest utlzng the conc.pt of the number of effcently ndepe nd ent sa m pes n0 to account for the seral corellaton., 10 ne estmated 100 Monte Carlo Smulaton were done for an AR(1 ) process wth m e m ory ne known Q+.r._r,.,..,..., #, samples (n) NOTEBOOK C: GO GRA DAT N+E 11 JAN 1993 HvS

11 ... _. l\. Vle. lo u. l\ lo.\:,(<. \po«_ U.. f k (_ l:w \e. Vo.S h:," t 1. CH""oJ l 4 \ }

12 PfoCLC.s A ;. L" ( (_) l,s "1 0( ;,.1.e. 9 l.c. v J e " t to l**) x+c.c =o<"x wrtt wlk 2. lt.ofae. "1 +, { Tke. ole.. co. r e...( ea.. t: o " f\m (KK).. \j na.s.t<a.tf\cekt(j ta.vse hme lvtcll!caa.el.l6 e ej.leovtt!" fe. M e4tutf +o &...e.. \"" tt. \4,\.e,l\J \ \. t <( +(. "tlt,.tuetor Ol of Re..s:..s.+tlM..

13 ;11..,,..,,,,._,...,.. 9Y : J_1 l ec,s0,95 1 : :...!...,..... _......::::..;:,;.+:.:.....} j l 1 m o m OmLom 1!.. :.! r C>9 a... r!!m l m.80 : ; : m m m mm : : +.. ":... j j... j l l!! O ,l j!..eo.so,:.70.. o

14 Rejecton Rates of MannKendall Test For Serally Correlated Data; Rsk 5 /o (AR(1)prooess wth specfed alpha) rejecton rate o.s... a.rl1,_ lk, a:r n. :.., : r:,,,,,,,, ",,,,, " " " " r r [.. r:... : f: ;.. t>. : : : f: : :..:. r : 1:, : : :: : : : >. : :. : 1.: 1; : t:.. :.. : F, : r : L. :: : : : 1: 1:... : : v: : 0 l::l l l::f1fjl l:.:he:l S.Mtl J3 : f1 ::. ;. :. :::.11 : :: ;: : alpha.60 " " 1 F :. : :: ::.:.90 tme seres length.. n 100 n 200 ><] n 300 n 500 P:Hfo@ n 1000

15 Rejecton Rates of MannKendaH Teat For Serally Correlated Data; Rsk 5o/p (AA(1)process wth specfed alpha) o.2 fltered data r, 0.1 e >.. lj t":. ".: "" ": 7 ": ou.wlaal. u.jku >UJE alpha tme seres length.. n 100 n 200 l<>:<::j n 300 n 500 n 1000

16 CONCLUSON Statstcs s... not a Wunderwaffe to extract a wealth of nformaton from a lmted sample of observatons but an ndspensable tool n the evaluaton of lmted emprcal evdence }or extractng more nformaton from a data set about the underlyng structure assumpton about the underlyng structure are to be made. n general, such as su:1»pto:ns :have to be justfed by addtonal nformaton uw:reljated to the data ( foy nstance from numercal expermelutatod: or theoretcal reasonng).

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