Kendall's W (also known as Kendall's coefficient of concordance) is a non-parametric statistic. It is a normalization of the statistic of the Friedman test, and can be used for assessing agreement among raters. Kendall's W ranges from 0 (no agreement) to 1 (complete agreement).
Suppose, for instance, that a number of people have been asked to rank a list of political concerns, from most important to least important. Kendall's W can be calculated from these data. If the test statistic W is 1, then all the survey respondents have been unanimous, and each respondent has assigned the same order to the list of concerns. If W is 0, then there is no overall trend of agreement among the respondents, and their responses may be regarded as essentially random. Intermediate values of W indicate a greater or lesser degree of unanimity among the various responses.
While tests using the standard Pearson correlation coefficient assume normally distributed values and compare two sequences of outcomes at a time, Kendall's W makes no assumptions regarding the nature of the probability distribution and can handle any number of distinct outcomes.
- Kendall, M. G. (Sep 1939). "The Problem of m Rankings". The Annals of Mathematical Statistics. 10 (3): 275–287. Unknown parameter