The Kruskal-Wallis rank sum test. Tests the null hypothesis that data in each group is not stochastically ordered with respect to data in each other groups. This is a one-way non-parametric ANOVA and can be thought of as either a generalization of the Wilcoxon rank sum test to >2 groups or a non-parametric equivalent to the F-test. Data can be input as either a tuple of ranges (one range for each group) or a range of ranges (one element for each group).

if (
doubleInput!(typeof(dataIn[0].front)) ||
allSatisfy!(doubleInput, T)

Return Value

Type: TestRes

A TestRes with the K statistic and the P-value for the null that no group is stochastically larger than any other against the alternative that groups are stochastically ordered.

References: "Concepts and Applications of Inferrential Statistics". Richard Lowry. Vassar College. version.


Asymptotic approximation of P-value only, not exact. In this case, I'm not sure a practical way to compute the exact P-value even exists.