Definition:Trend Test

Definition

A trend test is a hypothesis test of a sequence of data involving $k$ samples where $k \ge 3$ such that:

the null hypothesis is that:

$\mu_1 = \mu_2 = \mu_3 = \cdots$

the alternative hypothesis is that either:

$\mu_1 > \mu_2 > \mu_3 > \cdots$

or:

$\mu_1 < \mu_2 < \mu_3 < \cdots$

where $\mu_i$ is the $i$th population mean (or sometimes median).

Also defined as

A trend test is also defined more loosely as:

an arbitrary test for a monotonic (either increasing or decreasing) overall trend in a time series.

Also see

• Definition:Jonckheere-Terpstra Test
• Definition:Page Test

• Results about trend tests can be found here.

Sources

• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): trend test: 1.