A new rank test for the K-Sample problem |
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Authors: | A. D. Barbour D.I. Cartwright J.B. Donnelly G.K. Eagleson |
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Affiliation: | CSIRO Division of Mathematics and Statistics , P.O. Box 218, Lindfield, NSW, 2070, Australia |
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Abstract: | The treatment sum of squares in the one-way analysis of variance can be expressed in two different ways: as a sum of comparisons between each treatment and the remaining treatments combined, or as a sum of comparisons between the treatments two at a time. When comparisons between treatments are made with the Wilcoxon rank sum statistic, these two expressions lead to two different tests; namely, that of Kruskal and Wallis and one which is essentially the same as that proposed by Crouse (1961,1966). The latter statistic is known to be asymptotically distributed as a chi-squared variable when the numbers of replicates are large. Here it is shown to be asymptotically normal when the replicates are few but the number of treatments is large. For all combinations of numbers of replicates and treatments its empirical distribution is well approximated by a beta distribution |
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Keywords: | k-sample problem asymptotic normality dissociated random variance analysis of variance of ranks |
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