On the power of popular two-sample tests applied to precipitation and discharge series

Two-sample tests are widely used in hydrologic and climate studies to investigate whether two samples of a variable of interest could be considered drawn from different populations. Despite this, the information on the power (i.e., the probability of correctly rejecting the null hypothesis) of these tests applied to hydroclimatic variables is limited. Here, this need is addressed considering four popular two-sample tests applied to daily and extreme precipitation, and annual peak flow series. The chosen tests assess differences in location (t-Student and Wilcoxon) and distribution (Kolmogorov–Smirnov and likelihood-ratio). The power was quantified through Monte Carlo simulations relying on pairs of realistic samples of the three variables with equal size, generated with a procedure based on suitable parametric distributions and copulas. After showing that differences in sample skewness are monotonically related to differences in spread, power surfaces were built as a function of the relative changes in location and spread of the samples and utilized to interpret three case studies comparing samples of observed precipitation and discharge series in the U.S. It was found that (1) the t-Student applied to the log-transformed samples has the same power as the Wilcoxon test; (2) location (distribution) tests perform better than distribution (location) tests for small (moderate-to-large) differences in spread and skewness; (3) the power is relatively lower (higher) if the differences in location and spread or skewness have concordant (discordant) sign; and (4) the power increases with the sample size but could be quite low for tests applied to extreme precipitation and discharge records that are commonly short. This work provides useful recommendations for selecting and interpreting two-sample tests in a broad range of hydroclimatic applications.