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The Friedman test is a non-parametric statistical test developed by the U.S. economist Milton Friedman. The procedure involves ranking each row (or block) together, then considering the values of ranks by columns.
- Given data , that is, a tableau with rows (the blocks), columns (the treatments) and a single observation at the intersection of each block and treatment, calculate the ranks within each block. Replace the data with a new tableau where the entry is the rank of within block .
- Find the values:
- The test statistic is given by .
- Finally, the p-value is given by .