Asymptotic properties of kruskal-wallis test and friedman test in the analysis of variance models with random effects |
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Authors: | S. Shirahata |
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Affiliation: | Osaka University , Toyanaka, Osaka, Japan |
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Abstract: | In this paper, asymptotic properties of the Kruskal-Wallis test in the one-way analysis of variance model and that of the Friedman test in the two-way classification model are investigated under alternatives when the treatment effects are random. It is shown that the asymptotic distribution of each statistic is the same as a mixture of central chi-squared variables. Asymptotic comparisons of the tests with respect to their parametric competitors are also performed |
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Keywords: | analysis of variance asymptotic efficiency Friedman test Kruskal-Wallis test random treatment effects |
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