Kruskal-Wallis test
(noun)
A non-parametric method for testing whether samples originate from the same distribution.
Examples of Kruskal-Wallis test in the following topics:
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Rank Randomization: Two or More Conditions (Kruskal-Wallis)
- The Kruskal-Wallis test is a rank-randomization test that extends the Wilcoxon test to designs with more than two groups.
- It tests for differences in central tendency in designs with one between-subjects variable.
- The test is based on a statistic H that is approximately distributed as Chi Square.
- Finally, the significance test is done using a Chi Square distribution with k-1 degrees of freedom.
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Kruskal-Wallis H-Test
- The Kruskal–Wallis one-way analysis of variance by ranks is a non-parametric method for testing whether samples originate from the same distribution.
- The Kruskal–Wallis one-way analysis of variance by ranks (named after William Kruskal and W.
- The parametric equivalent of the Kruskal-Wallis test is the one-way analysis of variance (ANOVA).
- When the Kruskal-Wallis test leads to significant results, then at least one of the samples is different from the other samples.
- Since it is a non-parametric method, the Kruskal–Wallis test does not assume a normal distribution, unlike the analogous one-way analysis of variance.
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Comparing Two Populations: Independent Samples
- Nonparametric independent samples tests include Spearman's and the Kendall tau rank correlation coefficients, the Kruskal–Wallis ANOVA, and the runs test.
- Nonparametric methods for testing the independence of samples include Spearman's rank correlation coefficient, the Kendall tau rank correlation coefficient, the Kruskal–Wallis one-way analysis of variance, and the Walk–Wolfowitz runs test.
- The Kruskal–Wallis one-way ANOVA by ranks is a nonparametric method for testing whether samples originate from the same distribution.
- When the Kruskal–Wallis test leads to significant results, then at least one of the samples is different from the other samples.
- Since it is a non-parametric method, the Kruskal–Wallis test does not assume a normal distribution, unlike the analogous one-way analysis of variance.
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When to Use These Tests
- Some kinds of statistical tests employ calculations based on ranks.
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Distribution-Free Tests
- Anderson–Darling test: tests whether a sample is drawn from a given distribution.
- Kruskal-Wallis one-way analysis of variance by ranks: tests whether more than 2 independent samples are drawn from the same distribution.
- Median test: tests whether two samples are drawn from distributions with equal medians.
- Sign test: tests whether matched pair samples are drawn from distributions with equal medians.
- Squared ranks test: tests equality of variances in two or more samples.