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单词 Kruskal–Wallis test
释义
Kruskal–Wallis test

Mathematics
  • A non‐parametric test for comparisons between more than two medians, using the relative rankings within the different samples.


Statistics
  • A non-parametric test, introduced in 1952 by Kruskal and Wallis. It is a k-sample extension of the two-sample Mann–Whitney test. It tests the null hypothesis that the k sampled populations have the same distribution function.

    With nj observations in the jth sample, denote the total number of observations, by N. Arrange these N observations in order of size and replace their values with the corresponding ranks. Let the total of the ranks in sample j be Rj. The test statistic is H, given byKruskal–Wallis testUnder the null hypothesis, for large N, with no nj small, H has an approximate chi-squared distribution with (k−1) degrees of freedom.


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