KWtest

Kruskal-Wallis test for the non parametric analysis of variance.

Description

In statistics, the Kruskal–Wallis one-way analysis of variance by ranks (named after William Kruskal and W. Allen Wallis) is a non-parametric method for testing equality of population medians among groups. It is identical to a one-way analysis of variance with the data replaced by their ranks. It is an extension of the Mann–Whitney U test to 3 or more groups. Since it is a
non-parametric method, the Kruskal–Wallis test does not assume a normal population, unlike the analogous one-way analysis of variance. However, the test does assume an identically-shaped and scaled distribution for each group, except for any difference in medians.
The exact distribution of the Kruskal-Wallis statistics is very time, space and memory expensive, so it is approximated using other distribution.
The MatLab function KRUSKALWALLIS only uses the chi-square distribution that is the most conservative (and this means that it accepts the H0 hypothesis more than you want). This function computes also the F, Beta and Gamma approximations (the F distribution is the less conservative and this means that it refuses the H0 more than you want), giving a more informative output (if you want, see.
http://www.jmu.edu/assessment/JPM%20AERA%20SP%2008.pdf). If you believe that the p-value you choose is smaller than your cut-off (usually 0.05), you can use my function Dunn-Sidak to isolate the differences among
groups
(http://www.mathworks.com/matlabcentral/fileexchange/12827).

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• Required Products: Statistics Toolbox
• MATLAB release: MATLAB 7.6 (R2008a)