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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.

Method[edit | edit source]

  1. Rank all data from all groups together.
  2. 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 .
  3. 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.

es:Prueba de Kruskal-Wallis nl:Kruskal-Wallis

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