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Posted to issues@commons.apache.org by "Icaro Cavalcante Dourado (JIRA)" <ji...@apache.org> on 2015/06/15 15:06:00 UTC

[jira] [Created] (MATH-1233) Uncommon wilcoxon signed-rank p-values

Icaro Cavalcante Dourado created MATH-1233:
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             Summary: 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


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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