Power of the Mann-Kendall and Spearman's rho tests for detecting monotonic trends in hydrological series

In many hydrological studies, two non-parametric rank-based statistical tests, namely the Mann-Kendall test and Spearman's rho test are used for detecting monotonic trends in time series data. However, the power of these tests has not been well documented. This study investigates the power of the tests by Monte Carlo simulation. Simulation results indicate that their power depends on the pre-assigned significance level. magnitude of trend. sample size. and the amount of variation within a time series. That is. the bigger the absolute magnitude of trend. the more powerful are the tests, as the sample size increases, the tests become more powerful: and as the amount of variation increases within a time series. the power of the tests decrease. When a trend is present. the power is also dependent on the distribution type and skewness of the time series. The simulation results also demonstrate that these two tests have similar power in detecting a trend, to the point of being indistinguishable in practice. The two tests are implemented to assess the significance of trends in annual maximum daily streamflow data of 20 pristine basins in Ontario, Canada. Results indicate that the P-values computed by these different tests are almost identical. By the binomial distribution. the field significant downward trend was assessed at the significance level of 0.05, Results indicate that a higher number of sites show evidence of decreasing trends than one might expect due to chance alone. (C) 2002 Elsevier Science B.V. All rights reserved.