The Kruskal-Wallis Test is a non-parametric statistical method used to compare three or more independent groups. It assesses whether there are statistically significant differences in the median values of the groups, making it useful when the data does not meet the assumptions of normality required for parametric tests like ANOVA. This test ranks all the data points from all groups together and then analyzes the ranks to determine if the groups differ significantly. It is particularly helpful in situations where the sample sizes are small or the data is ordinal, providing a robust alternative to traditional methods.