Nonparametric Tests for Intransitivity in Multiple Samples TOM HETTMANSPERGER
Penn State UniversityThe standard nonparametric test for comparing three samples is the Kruskal-Wallis test. The Kruskal-Wallis statistic can be written as a quadratic form in the three pairwise Mann-Whitney statistics. The vector of Mann-Whitney statistics has a nonsingular covariance matrix and, hence, a full rank quadratic form, Q. The quadratic form Q can be decomposed into the Kruskal-Wallis statistic and another quadratic form C with 1 degree of freedom. The quadratic form C measures the degree of intransitivity in the data. We will demonstrate how intransitivity can arise and illustrate the nature of C. We will also discuss the asymptotic distribution of C.