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Kruskal Wallis Test PDF

The Kruskal-Wallis H test is a non-parametric test used to determine if there are statistically significant differences between two or more groups on a continuous or ordinal dependent variable. It ranks the data and compares the sums of the ranks between groups. The test statistic H is computed and compared to a critical value, with larger values of H indicating a significant difference between groups. Rejecting the null hypothesis of equal population medians requires H to exceed the critical value.

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Kruskal Wallis Test PDF

The Kruskal-Wallis H test is a non-parametric test used to determine if there are statistically significant differences between two or more groups on a continuous or ordinal dependent variable. It ranks the data and compares the sums of the ranks between groups. The test statistic H is computed and compared to a critical value, with larger values of H indicating a significant difference between groups. Rejecting the null hypothesis of equal population medians requires H to exceed the critical value.

Uploaded by

Sreya Sanil
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The Kruskal-Wallis H test

The Kruskal-Wallis H test (sometimes also called the "one-way ANOVA on ranks") is a rank-
based nonparametric test that can be used to determine if there are statistically significant
differences between two or more groups of an independent variable on a continuous or
ordinal dependent variable. It is considered the nonparametric alternative to the one-way
ANOVA, and an extension of the Mann-Whitney U test to allow the comparison of more than
two independent groups.

The Kruskal-Wallis test is a non-parametric test, which means that it does not assume that
the data come from a distribution that can be completely described by two parameters, mean
and standard deviation (the way a normal distribution can). Like most non-parametric tests,
one can perform it on ranked data, convert the measurement observations to their ranks in
the overall data set: the smallest value gets a rank of 1, the next smallest gets a rank of 2, and
so on. The loos of information when one substitute ranks for the original values, which can
make this a somewhat less powerful test than a one-way anova; this is another reason to
prefer one-way anova.

Step 1. Set up hypotheses and determine level of significance.

H0: The two populations are equal versus

H1: The two populations are not equal.

Step 2. Decide the α=0.05

Step 3 Select the appropriate test statistic.

12 (Tj)2
H= ( ) — 3(N+1)
N(N+1) Nj
where k=the number of comparison groups, N= the total sample size, nj is the sample size in
the jth group and Rj is the sum of the ranks in the jth group.

Step 4. Set up the decision rule.

The critical value can be found in the table of critical values based on sample sizes

Step 5. Compute the test statistic.

The first step is to assign ranks to the smallest through largest values in the total sample. Next, we
sum the ranks in each group.

Step 6. Conclusion.

Decide to accept or reject the null hypothesis. Reject H0 if H > critical value

Summary of non-parametric tests.


Sign Test
Use: To compare a continuous outcome in two matched or paired samples.
Null Hypothesis: H0: Median difference is zero
Test Statistic: The test statistic is the smaller of the number of positive or negative signs.
Decision Rule: Reject H0 if the smaller of the number of positive or negative signs < critical
value from table.
Wilcoxon Signed Rank Test
Use: To compare a continuous outcome in two matched or paired samples.
Null Hypothesis: H0: Median difference is zero
Test Statistic: The test statistic is W, defined as the smaller of W+ and W- which are the sums
of the positive and negative ranks of the difference scores, respectively.
Decision Rule: Reject H0 if W < critical value from table.
Mann Whitney U Test
Use: To compare a continuous outcome in two independent samples.
Null Hypothesis: H0: Two populations are equal

Test Statistic: The test


statistic is U, the smaller of where R1 and R2 are the sums of the ranks in groups 1 and 2,
respectively.
Decision Rule: Reject H0 if U < critical value from table
Kruskal Wallis Test
Use: To compare a continuous outcome in more than two independent samples.
Null Hypothesis: H0: k population medians are equal
Test Statistic: The test statistic is H,

12 (Tj)2
H= ( ) — 3(N+1)
N(N+1) Nj

where k=the number of comparison groups, N= the total sample size, nj is the sample size in
the jth group and Rj is the sum of the ranks in the jth group.
Decision Rule: Reject H0 if H > critical value

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