I just want to know.. Where does the "12" in the Kruskal Wallis formula comes from? I hope someone can give me a very good explanation.
"The sum of the first N integers is 1/2*N(N+ 1) and the sum of their squares is 1/6*N(N+ 1)(2N+ 1). It follows that the mean and variance of the first N integers are 1/2(N+1) and 1/12*(N^2-1)."
This is where the 12 appears first in William H. Kruskal and W. Allen Wallis: Use of Ranks in One-Criterion Variance Analysis, Journal of the American Statistical Association, Vol. 47, No. 260 (Dec., 1952), pp. 583-621
I suppose you read more on that in http://www.jstor.org/stable/pdf/2280779.pdf