Kruskal-Wallis Test

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This is a non-parametric version of the F-Test (ANOVA). The test statistic is:

where:

is the number of observations in group of groups,
is the rank of the th observation from group where the ranking is computed across all the groups with a 1 assigned to the lowest value and the average rank is used for ties,
,
is the Calibrated Weight,
,
,

See also