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An algorithm for computing the exact distribution of the Kruskal-Wallis test. (English) Zbl 1100.62562

Summary: The Kruskal-Wallis test is a popular nonparametric test for comparing \(k\) independent samples. In this article we propose a new algorithm to compute the exact null distribution of the Kruskal-Wallis test. Generating the exact null distribution of the Kruskal-Wallis test is needed to compare several approximation methods. The 5% cut-off points of the exact null distribution which StatXact cannot produce are obtained as by-products. We also investigate graphically a reason that the exact and approximate distributions differ, and hope that it will be a useful tutorial tool to teach about the Kruskal-Wallis test in undergraduate course.

MSC:

62G10 Nonparametric hypothesis testing
62E10 Characterization and structure theory of statistical distributions
65C60 Computational problems in statistics (MSC2010)

Software:

StatXact
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Full Text: DOI

References:

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