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  1. Commons Math
  2. MATH-1233

Uncommon wilcoxon signed-rank p-values

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Details

    • Bug
    • Status: Open
    • Major
    • Resolution: Unresolved
    • 3.5
    • 4.X
    • None
    • None

    Description

      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.

      Attachments

        1. MATH-1233-test.patch
          1 kB
          Phil Steitz

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              chtompki Rob Tompkins
              icarocd Icaro Cavalcante Dourado
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                Created:
                Updated: