[jira] [Created] (MATH-1644) BinomialTest returns p-values > 1

["Chad Young (Jira)" <ji...@apache.org>]

Chad Young created MATH-1644:
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             Summary: BinomialTest returns p-values > 1
                 Key: MATH-1644
                 URL: https://issues.apache.org/jira/browse/MATH-1644
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.6.1
            Reporter: Chad Young


 

The code below produces the output "P-value for 10 trials, 5 successes, probability 0.5, two-sided alternative is 1.2460937500000002", but p-values should never be greater than 1. I think what is happening is that the test is adding both one-sided alternatives, but both include the 5 successes probability, so it is counted twice. This happens whenever the number of successes is exactly what is expected based on number of trials and success probability (numberOfSuccesses = numberOfTrials * probability).
{code:java}
import org.apache.commons.math3.stat.inference.*;
public class Main {
     public static void main(String args[]) {
        BinomialTest bt = new BinomialTest();
        Double pval = bt.binomialTest(10, 5, 0.5, AlternativeHypothesis.TWO_SIDED);
        System.out.println("P-value for 10 trials, 5 successes, probability 0.5, two-sided alternative is " + pval);
    }
}
{code}
 

 



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