Kruskal-Wallis one-way analysis of variance
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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.
Since it is a non-parametric method, the Kruskal-Wallis test does not assume a normal population, unlike the analogous one-way analysis of variance.
[edit] Method
- 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 
.
- Notice that the denominator of the expression for
- Finally, the p-value is approximated by
. If some ni's are small the distribution of K can be quite different from this.
[edit] See also
[edit] References
- 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
| This page uses content from the English-language version of Wikipedia. The original article was at Kruskal-Wallis_one-way_analysis_of_variance. The list of authors can be seen in the page history. As with Psychology Wiki, the text of Wikipedia is available under the GNU Free Documentation License. |
