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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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