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  1. Commons Math
  2. MATH-1245

Kolmogorov-Smirnov exactP gives incorrect p-values for some D-statistics

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.4.1, 3.5
    • Fix Version/s: 4.0, 3.6
    • Labels:
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      Description

      The exactP method in KolmogorovSmirnovTest, which is used by default for small samples in 2-sample tests, can give slightly incorrect p-values in some cases. The reason for this is that p(D > d) is computed by examining all m-n partitions and counting the number of partitions that give D values larger than the observed value. D values are not rounded, so some values that are mathematically identical to the observed value compare less than or greater than it. This results in small errors in the reported p-values.

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            • Assignee:
              Unassigned
              Reporter:
              psteitz Phil Steitz
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