You are viewing a plain text version of this content. The canonical link for it is here.
Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2015/07/10 21:35:04 UTC
[jira] [Resolved] (MATH-1245) Kolmogorov-Smirnov exactP gives
incorrect p-values for some D-statistics
[ https://issues.apache.org/jira/browse/MATH-1245?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Phil Steitz resolved MATH-1245.
-------------------------------
Resolution: Fixed
Fix Version/s: (was: 3.5)
3.6
Fixed in master 32d33210a92b1197a6c5a07f19aa25426af72723
3.x 7a6aa92c8ac46059f7ca9d76d7da6b710df901aa
> Kolmogorov-Smirnov exactP gives incorrect p-values for some D-statistics
> ------------------------------------------------------------------------
>
> Key: MATH-1245
> URL: https://issues.apache.org/jira/browse/MATH-1245
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.4.1, 3.5
> Reporter: Phil Steitz
> Priority: Minor
> Fix For: 4.0, 3.6
>
>
> The exactP method in KolmogorovSmirnovTest, which is used by default for small samples in 2-sample tests, can give slightly incorrect p-values in some cases. The reason for this is that p(D > d) is computed by examining all m-n partitions and counting the number of partitions that give D values larger than the observed value. D values are not rounded, so some values that are mathematically identical to the observed value compare less than or greater than it. This results in small errors in the reported p-values.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)