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Posted to issues@commons.apache.org by "Rob Tompkins (JIRA)" <ji...@apache.org> on 2017/04/22 14:16:04 UTC
[jira] [Updated] (MATH-1233) Uncommon wilcoxon signed-rank p-values
[ https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Rob Tompkins updated MATH-1233:
-------------------------------
Fix Version/s: 4.0
> Uncommon wilcoxon signed-rank p-values
> --------------------------------------
>
> Key: MATH-1233
> URL: https://issues.apache.org/jira/browse/MATH-1233
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.5
> Reporter: Icaro Cavalcante Dourado
> Fix For: 4.0
>
> Attachments: MATH-1233-test.patch
>
>
> This implementation in WilcoxonSignedRankTest looks weird. For equal vectors, the correct pValue should be 1, because it is the probability of the vectors to come from same population.
> On the opposite, this implementation returns ~0 for equal vectors. So we need to analyze the returned pValue > significanceLevel to reject H0 hypothesis, while in R and many others tools we perform the opposite: pValue <= significanceLevel gives us an argument to reject null hypothesis.
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