@MISC{Alhakim_anonparametric, author = {Abbas Alhakim and William Hooper}, title = {A NONPARAMETRIC TEST FOR SEVERAL INDEPENDENT SAMPLES}, year = {} }

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Abstract

Abstract. We introduce a large sample nonparametric test for the hypothesis of equal distributions of three or more independent samples. The test can be considered as a generalization of the two sample run test of Wald and Wolfowitz in that it sorts the data and replaces the values with the “label ” of the sample from which they come, thus transforming the problem to a question about the randomness of the resulting pooled sample. The test statistic and its asymptotic null distribution are derived using the central limit theorem of finite Markov chains. Simulation results and compar-isons with the standard k-sample Kruskal-wallis and Kolmogorov-Smirnov tests are given. One particular strength of the test is that it is capable of distinguishing between different distributions hav-ing the same mean in a few cases when the Kruskal-Wallis test is completely paralyzed. 1.