[jira] [Commented] (MATH-431) New tests: Wilcoxon signed-rank test and Mann-Whitney U

["Icaro Cavalcante Dourado (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14585890#comment-14585890 ] 

Icaro Cavalcante Dourado commented on MATH-431:
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This implementation is 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.

> New tests: Wilcoxon signed-rank test and Mann-Whitney U
> -------------------------------------------------------
>
>                 Key: MATH-431
>                 URL: https://issues.apache.org/jira/browse/MATH-431
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Mikkel Meyer Andersen
>            Priority: Minor
>             Fix For: 3.0
>
>         Attachments: MATH431-patch1, MannWhitneyUTest.java, MannWhitneyUTestImpl.java, WilcoxonSignedRankTest.java, WilcoxonSignedRankTestImpl.java
>
>   Original Estimate: 4h
>  Remaining Estimate: 4h
>
> Wilcoxon signed-rank test and Mann-Whitney U are commonly used non-parametric statistical hypothesis tests (e.g. instead of various t-tests when normality is not present).



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