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In statistics, the Kruskal-Wallis one-way analysis of variance by ranks (named after William Kruskal and Allen Wallis) is a non-parametric method. Intuitively, it is identical to a one-way analysis of variance, with the data replaced by their ranks.
- Rank all data from all groups together.
- The test statistic is given by: , where:
- is the number of observations in group
- is observation from group
- is the total number of observations across all groups
- is the average of all the , equal to .
- Notice that the denominator of the expression for is exactly .
- Finally, the p-value is approximated by . If some ni's are small the distribution of K can be quite different from this.
- William H. Kruskal and W. Allen Wallis. Use of ranks in one-criterion variance analysis. Journal of the American Statistical Association 47 (260): 583–621, December 1952.es:Prueba de Kruskal-Wallis
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