Website updated: January 10, 2012
Using a recursive algorithm, we computed the exact probability distribution for the Kruskal-Wallis H statistic for total sample sizes up to 105 for three groups and up to 40 for four groups. The complete distribution files require 1 terabyte of storage. For brevity, we have created these critical value tables for significance levels of 0.1, 0.05, and 0.01. We list the critical value for which the p-value is less than or equal to the nominal significance level. The following tables contain these conservative critical values followed by the corresponding exact p-value.
Details of the algorithm and a comparison to asymptotic approximations are described in this paper. Please contact Patrick Meyer or Michael Seaman if you have any questions.
Three group critical value tables. This pdf file is 196 pages long (338KB).
Four group critical value tables. This pdf file is 19 pages long (80KB).