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SampleKruskalWallisTest Method (Sample)

Performs a Kruskal-Wallis test on the given samples.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
public static TestResult KruskalWallisTest(
	params Sample[] samples
)

Parameters

samples
Type: Meta.Numerics.StatisticsSample
The set of samples to compare.

Return Value

Type: TestResult
The result of the test.
Exceptions
ExceptionCondition
ArgumentNullExceptionsamples is .
Remarks

Kruskal-Wallis tests for differences between the samples. It is a non-parametric alternative to the one-way ANOVA (OneWayAnovaTest(Sample)), which is more appropriate when the data far from normally distributed.

The test is essentially a one-way ANOVA performed on the ranks of sample values instead of the sample values themselves.

A Kruskal-Wallis test on two samples is equivilent to a Mann-Whitney test (see MannWhitneyTest(Sample, Sample)).

As with a normal ANOVA, it is not appropriate to bin a continuous independent variable in order to form groups for a Kruskal-Wallis test. Kruskal-Wallis addresses the non-normality of the dependent variable, not the non-discreteness of the independent variable.

See Also