New approximations to the exact distribution of the kruskal-wallis test statistic |
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Authors: | Ronald L Iman James M. Davenport |
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Affiliation: | Sandia Laboratories , Albuquerque, New Mexico |
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Abstract: | Several approximations to the exact distribution of the Kruskal-Wallis test' statistic presently exist. There approximations can roughly be grouped into two classes: (i) computationally difficult with good accuracy, and (ii) easy to compute but not as accurate as the first class. The purpose of this paper is to introduce two nev approximations (one in the latter class and one which is computationally more involved)y and to compare these with other popular approximations. These comparisons use exact probabilities where available and Monte Carlo simulation otherwise. |
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Keywords: | F beta approximate to the wallis test Sattertriwaite approximate F test Mante Cario simulation nonparameric tests based on ranks rank tests |
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