Session 8 - Kruskal Wallis H-Test

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Manegerial Statistics

Test of Difference:

The Kruskal-Wallis
H test
Presented by: Zekiah Mari C. Inzon
Professor: Dr. Roland Simbre
What is Kruskal Wallis H-test?
It is a non-parametric procedure that can be used to compare more than
two populations in a completely randomized design. It is a statistical
analysis to find the SIGNIFICANT DIFFERENCE between several sets of
data that came from INDEPENDENT samples and the data are NOT
NORMALLY DISTRIBUTED.
Analysis of Variance Kruskal Wallis H-test

Is there a difference in mean? Is there a difference in the rank totals?

(Parametric Test) (Non-Parametric Test)


This test is appropriate for use under the following circumstances:

(a) you have three or more conditions that you want to compare;

(b) each condition is performed by a different group of participants;

(c) If the data do not meet the requirements for a parametric test. (i.e. use it if
the data are not normally distributed; if the variances for the different
conditions are markedly different; or If the measurements of data are on an
ordinal scale.
SUMMARY:

Only several independent random samples with at least ordinal scaled characteristics
must be available.
The variables do not have to satisfy a distribution curve

HYPOTHESES:
Null hypothesis (H0):
The independent samples all have the same central tendency and therefore come from the same
population.

Alternative hypothesis (Ha) :


At least one of the independent samples does not have the same central tendency as the other
samples and therefore come from a different population.
HYPOTHESES:
• When Null Hypothesis (H0) is true, the test statistic H has an
approximate chi-square distribution with df = n-1.
• Use a right-tailed rejection region or p-value based on the Chi-
square distribution table to get the H critical value.

Interpretation:
 If the H statistic is greater than the H critical value, reject the null
hypothesis, at least one of the independent samples does not have
the same central tendency as the other samples and therefore come
from a different population.
 If the H statistic is less than the H critical value, do not reject the
null hypothesis, all independent samples have the same central
tendency and therefore come from the same population.
Formula:

Where:
H = Kruskal Wallis H Test
n = Total number of all sample sizes
= Rank sum for each group
= Number of all sample sizes for each group
Step by step example of the Kruskal-Wallis test:
EXAMPLE:
Does physical exercise every morning affect how efficient one is throughout the day? We find participants.
Then we allocate each person randomly to one of three groups: 20 minutes of jogging per day; no
exercise; or 60 minutes of jogging per day and test the claim at the 5% significance level. At the end of a
day, we ask each participant to rate how efficient their day become, on a scale that runs from 1 (“not
efficient”) through to 100 (“most efficient”).
Rating on vitality scale:

Jogging for 20 minutes No Exercise Jogging for 60 minutes


(Group1) (Group2) (Group3)
Rating on vitality scale:

23 22 59

26 27 66

51 39 38

49 29 49
Step 1: Rank all of the scores
The procedure for ranking is as follows: the lowest score gets the lowest rank. If two or more scores are the same then they are
"tied". "Tied" scores get the average of the ranks that they would have obtained.

Here's the scores again, now with their ranks:

Jogging for 20 minutes No Exercise Jogging for 60 minutes


(Group1) (Group2) (Group3)

Score Rank Score Rank Score Rank

23 2 22 1 59 11

26 3 27 4 66 12

51 10 39 7 38 6

49 8.5 29 5 49 8.5

So, the next two ranks are 8 and 9. The average


of 8 and 9 is (8+9)/2 = 8.5. Both instances of
"49" therefore get a rank of 8.5.
Step 2: Find "", the total of the ranks for each group. Just add together all of
the ranks for each group in turn.

 Group 1 = 2 + 3 + 10 + 8.5  Group 2 = 1 + 4 + 7 + 5  Group 3 = 11 + 12 + 6 + 8.5


= 23.5 = 17 = 37.5

23.5 17 37.5
Sum of ranks
Step 3: Find "H".

Computation:

Where:
n Rating on vitality scale:
= = 23.5, = 17, and = 37.5.
n1 = 4, n2 = 4, and n3 = 4.

 
Now substitute and compute the ff using PEMDAS.
Kruskal Wallis H-test:

Rating on vitality scale:


Step 4: Find Degrees of freedom and critical value using Chi-Square table.
The degrees of freedom are the number of groups minus one (d.f.= n-1). Here we have three groups (d.f.= 3-1), Our Degrees of
freedom is 2. Now we can locate critical value with the significance level of 5%.

d.f.= 2
α=.05
Step 5: Conclusion

Hypotheses:
H0 = There is no significant difference between treatments
Step 5: Conclusion
Ha = There is a significant difference between treatments
 
Now we compare our obtained value of H 4.22 to the critical value 5.991.
Interpretation:
Since the H value of 4.22 is less than the critical value of 5.991, then, the null hypothesis is not
rejected. (4.22Hvalue<5.991Hcrit)

Conclusion:
Therefore, Do not reject H0. There is no significant difference among the three groups.
THANK YOU!

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