Individual differences |
Methods | Statistics | Clinical | Educational | Industrial | Professional items | World psychology |
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.
Method[edit | edit source]
- 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.
See also[edit | edit source]
References[edit | edit source]
- 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.
|This page uses Creative Commons Licensed content from Wikipedia (view authors).|