Decisional Diffie–Hellman assumption: Difference between revisions

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The '''Kruskal–Wallis one-way analysis of variance''' by ranks (named after [[William Kruskal]] and [[W. Allen Wallis]]) is a [[non-parametric statistics|non-parametric]] method for testing whether samples originate from the same distribution. It is used for comparing more than two samples that are independent, or not related. The parametric equivalent of the Kruskal-Wallis test is the [[One way anova|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. The test does not identify where the differences occur or how many differences actually occur. It is an extension of the Mann–Whitney U test to 3 or more groups. The Mann-Whitney would help analyze the specific sample pairs for significant differences.


Since it is a non-parametric method, the Kruskal–Wallis test does not assume a [[normal distribution]] of the residuals, unlike the analogous one-way analysis of variance. However, the test does assume an identically shaped and scaled distribution for each group, except for any difference in medians.


Kruskal–Wallis is also used when the examined groups are of unequal size (different number of participants).
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==Method==
# Rank all data from all groups together; i.e., rank the data from 1 to ''N'' ignoring group membership. Assign any tied values the average of the ranks they would have received had they not been tied.
# The test statistic is given by:
#:<math>K = (N-1)\frac{\sum_{i=1}^g n_i(\bar{r}_{i\cdot} - \bar{r})^2}{\sum_{i=1}^g\sum_{j=1}^{n_i}(r_{ij} - \bar{r})^2},</math> where:
#*<math>n_i</math> is the number of observations in group <math>i</math>
#*<math>r_{ij}</math> is the rank (among all observations) of observation <math>j</math> from group <math>i</math>
#*<math>N</math> is the total number of observations across all groups
#*<math>\bar{r}_{i\cdot} = \frac{\sum_{j=1}^{n_i}{r_{ij}}}{n_i}</math>,
#*<math>\bar{r} =\tfrac 12 (N+1)</math> is the average of all the <math>r_{ij}</math>.
# If the data contain no ties the denominator of the expression for <math>K</math> is exactly <math>(N-1)N(N+1)/12</math> and <math>\bar{r}=\tfrac{N+1}{2}</math>. Thus
#:<math>
\begin{align}
K & = \frac{12}{N(N+1)}\sum_{i=1}^g n_i \left(\bar{r}_{i\cdot} - \frac{N+1}{2}\right)^2 \\ & = \frac{12}{N(N+1)}\sum_{i=1}^g n_i \bar{r}_{i\cdot }^2 -\ 3(N+1).
\end{align}
</math><br>The last formula only contains the squares of the average ranks.
# A correction for ties if using the short-cut formula described in the previous point can be made by dividing <math>K</math> by <math>1 - \frac{\sum_{i=1}^G (t_i^3 - t_i)}{N^3-N}</math>, where ''G'' is the number of groupings of different tied ranks, and ''t''<sub>''i''</sub> is the number of tied values within group i that are tied at a particular value.  This correction usually makes little difference in the value of K unless there are a large number of ties.
# Finally, the [[p-value]] is approximated by <math>\Pr(\chi^2_{g-1} \ge K)</math>. If some <math>n_i</math> values are small (i.e., less than 5) the [[probability distribution]] of K can be quite different from this [[chi-squared distribution|chi-squared]] distribution. If a table of the chi-squared probability distribution is available, the critical value of chi-squared, <math>\chi^2_{\alpha: g-1}</math>, can be found by entering the table at ''g''&nbsp;−&nbsp;1 [[Degrees of freedom (statistics)|degrees of freedom]] and looking under the desired [[statistical significance|significance]] or alpha level. The [[null hypothesis]] of equal population [[median]]s would then be rejected if <math>K \ge \chi^2_{\alpha: g-1}</math>. Appropriate [[multiple comparisons]] would then be performed on the group medians.
# If the statistic is not significant, then there is no evidence of differences between the samples. However, if the test is significant then a difference exists between at least two of the samples. Therefore, a researcher might use sample contrasts between individual sample pairs, or post hoc tests, to determine which of the sample pairs are significantly different. When performing multiple sample contrasts, the Type I error rate tends to become inflated.
 
==Exact probability tables==
A large amount of computing resources is required to compute exact probabilities for the Kruskal-Wallis test. Existing software only provides exact probabilities for sample sizes less than about 30 participants. These software programs rely on asymptotic approximation for larger sample sizes. Exact probability values for larger sample sizes are available. Spurrier (2003) published exact probability tables for samples as large as 45 participants.<ref>{{cite journal |last=Spurrier |first=J. D. |year=2003 |title=On the null distribution of the Kruskal–Wallis statistic |journal=Journal of Nonparametric Statistics |volume=15 |issue=6 |pages=685–691 |doi=10.1080/10485250310001634719 }}</ref> Meyer and Seaman (2006) produced exact probability distributions for samples as large as 105 participants.<ref>{{cite paper |last=Meyer |last2=Seaman |year=2006 |month=April |title=Expanded tables of critical values for the KruskalWallis H statistic |work=Paper presented at the annual meeting of the American Educational Research Association, San Francisco }} Critical value tables and exact probabilities from Meyer and Seaman are available for download at http://faculty.virginia.edu/kruskal-wallis/. A paper describing their work may also be found there.</ref>
 
==See also==
 
*[[Mann–Whitney U]]
*[[Friedman test]]
 
==References==
{{reflist}}
*{{cite book |last=Corder |first=Gregory W. |first2=Dale I. |last2=Foreman |year=2009 |title=Nonparametric Statistics for Non-Statisticians |location=Hoboken |publisher=John Wiley & Sons |pages=99–105 |isbn=9780470454619 }}
*{{cite journal |last=Kruskal |last2=Wallis |year=1952 |title=Use of ranks in one-criterion variance analysis |journal=[[Journal of the American Statistical Association]] |volume=47 |issue=260 |pages=583–621 |doi=10.1080/01621459.1952.10483441 }}
*{{cite book |last=Siegel |last2=Castellan |year=1988 |title=Nonparametric Statistics for the Behavioral Sciences |edition=Second |location=New York |publisher=McGraw–Hill |isbn=0070573573 }}
 
==External links==
* [http://faculty.vassar.edu/lowry/kw3.html An online version of the test]
 
{{DEFAULTSORT:Kruskal-Wallis one-way analysis of variance}}
[[Category:Statistical tests]]
[[Category:Analysis of variance]]
[[Category:Non-parametric statistics]]

Latest revision as of 14:37, 2 July 2014


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