Kruskal-Wallis Test
A collection of data samples are independent if they come from unrelated populations and the samples do not affect each other. Using the Kruskal-Wallis Test, we can decide whether the population distributions are identical without assuming them to follow the normal distribution.
Example
In the built-in data set named airquality, the daily air quality measurements in New York, May to September 1973, are recorded. The ozone density are presented in the data frame column Ozone.
Problem
Without assuming the data to have normal distribution, test at .05 significance level if the monthly ozone density in New York has identical data distributions from May to September 1973.
Solution
The null hypothesis is that the monthly ozone density are identical populations. To test the hypothesis, we apply the kruskal.test function to compare the independent monthly data. The p-value turns out to be nearly zero (6.901e-06). Hence we reject the null hypothesis.
Kruskal-Wallis rank sum test
data: Ozone by Month
Kruskal-Wallis chi-squared = 29.267, df = 4, p-value = 6.901e-06
Answer
At .05 significance level, we conclude that the monthly ozone density in New York from May to September 1973 are nonidentical populations.