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Kruskal-Wallis — non-parametric ANOVA analog.

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Answer

  • Extends Mann-Whitney to k > 2 groups.
  • Rank all data across groups, compute H = 12/(N(N+1)) * Σ (Ri2  /  ni)  −  3(N+1)(R_{i}^{2}\; / \;n_{i})\; - \;3(N + 1) ~ χ2k−1{\chi}^{2}k - 1 approximately.
  • Null: all groups drawn from same distribution.
  • If significant, follow up with pairwise Mann-Whitney with Bonferroni.
  • Use for skewed / ordinal / non-normal data with 3+ groups.
Check yourself — multiple choice
  • Only two groups
  • Rank-based ANOVA analog for k > 2 groups; H ~ χ2k−1{\chi}^{2}k - 1; follow with pairwise Mann-Whitney + Bonferroni
  • Same as ANOVA
  • Requires normality

Kruskal-Wallis: non-param ANOVA on ranks.

#hypothesis-testing#non-parametric

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