Kruskal Wallis Test

Formula:

$H =\bigg(\dfrac{12}{N(N+1)}\sum_{j=1}^k \dfrac{R_j^2}{n_j} \bigg)-3(N+1)$

where

  • $k$ is the number of comparison groups
  • $N$ is the total sample size
  • $n_j$ is the sample size in the $j^{th}$ group
  • $R_j$ is the sum of the ranks in the $j^{th}$ group

Suggestions and comments will be appreciated.