Analysis of Variance (ANOVA)
https://en.wikipedia.org/wiki/Cochran%27s_theorem
One-way ANOVA
|
Source
|
SS
|
df
|
MS
|
F
|
|
Between
|
\(SS_B\)
|
\(k-1\)
|
\(MS_B=\frac{SS_B}{k-1}\)
|
\(F=\frac{MS_B}{MS_W}\)
|
|
Within
|
\(SS_W\)
|
\(n-k\)
|
\(MS_W=\frac{SS_W}{n-k}\)
|
|
|
Total
|
\(SS_T\)
|
\(n-1\)
|
|
|
Kruskal–Wallis test
Non-parametric version of ANOVA
Normality Test
Jarque–Bera test
Shapiro–Wilk test
D’Agostino’s K-squared test