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Posted to issues-all@impala.apache.org by "ASF subversion and git services (JIRA)" <ji...@apache.org> on 2018/09/12 21:14:02 UTC

[jira] [Commented] (IMPALA-7426) T-test is an unreliable method for comparing non-normal distributions

    [ https://issues.apache.org/jira/browse/IMPALA-7426?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16612744#comment-16612744 ] 

ASF subversion and git services commented on IMPALA-7426:
---------------------------------------------------------

Commit cb26d8d82880e934aae9ef211ca7752de510e84a in impala's branch refs/heads/master from [~jbapple]
[ https://git-wip-us.apache.org/repos/asf?p=impala.git;h=cb26d8d ]

IMPALA-7426: Use Mann-Whitney U to compare benchmarks

The Mann-Whitney test can be used to compare samples taken from
non-normal distributions, and so can more accurately reflect
performance changes than a T-test. This patch does not remove t-tests
from the benchmark reporting, it just supplements them by including
the Mann-Whitney test result as well.

Change-Id: I8d6631ebeba1422b832def5cd68537624f672fa0
Reviewed-on: http://gerrit.cloudera.org:8080/11194
Reviewed-by: Jim Apple <jb...@apache.org>
Tested-by: Impala Public Jenkins <im...@cloudera.com>


> T-test is an unreliable method for comparing non-normal distributions
> ---------------------------------------------------------------------
>
>                 Key: IMPALA-7426
>                 URL: https://issues.apache.org/jira/browse/IMPALA-7426
>             Project: IMPALA
>          Issue Type: Bug
>          Components: Infrastructure
>            Reporter: Jim Apple
>            Assignee: Jim Apple
>            Priority: Major
>
> https://en.wikipedia.org/wiki/Student%27s_t-test is for normally distributed variables, and many Impala benchmarks won't be formally distributed. In particular, none of them will have negative run times.
> We should consider https://en.wikipedia.org/wiki/Nonparametric_statistics like https://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U_test#Comparison_to_Student's_t-test in report_benchmark_results.py.



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