The Kruskal-Wallis test by ranks, Kruskal-Wallis H test (named after William Kruskal and W. Allen Wallis), or one-way ANOVA on ranks is a non-parametric method for testing whether samples originate from the same distribution. It is used for comparing two or more independent samples of equal or different sample sizes. It extends the Mann-Whitney U test when there are only two groups. The parametric equivalent of the Kruskal-Wallis test is the one-way analysis of variance (ANOVA).
A significant Kruskal-Wallis test indicates that at least one sample stochastically dominates one other sample. The test does not identify where this stochastic dominance occurs or for how many pairs of groups stochastic dominance obtains. For analyzing the specific sample pairs for stochastic dominance, Dunn's test, pairwise Mann-Whitney tests without Bonferroni correction, or the more powerful but less well known Conover-Iman test are sometimes used.
Since it is a non-parametric method, the Kruskal-Wallis test does not assume a normal distribution of the residuals, unlike the analogous one-way analysis of variance. If the researcher can make the assumptions of an identically shaped and scaled distribution for all groups, except for any difference in medians, then the null hypothesis is that the medians of all groups are equal, and the alternative hypothesis is that at least one population median of one group is different from the population median of at least one other group.
A large amount of computing resources is required to compute exact probabilities for the Kruskal-Wallis test. Existing software only provides exact probabilities for sample sizes less than about 30 participants. These software programs rely on asymptotic approximation for larger sample sizes.
Exact probability values for larger sample sizes are available. Spurrier (2003) published exact probability tables for samples as large as 45 participants. Meyer and Seaman (2006) produced exact probability distributions for samples as large as 105 participants.
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