The Small Sample Nonnull Properties of Kendall's Coefficient of Concordance for Normal Populations

This article reports an empirical study of the nannull distribution of Kendall's coefficient of concordance W when used in estimation and hypothesis testing procedures for the coefficient of reliability, p. This was based on data satisfying the assumption of a normal component of variance model for m retests on each of n subjects or marginal transformations of such data. For the range of parameters studied, Km, n (ρ*)(m − 1)W/(1 − W) is approximately distributed as Fv 1, v2 for a properly chosen constant Km, n (ρ*), v 1 = n − 1 − 2/m, v 2 = (m − 1)v 1.