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  1. Commons Math
  2. MATH-1247

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

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Details

    • Bug
    • Status: Closed
    • Minor
    • Resolution: Duplicate
    • 3.4.1
    • 4.0, 3.5
    • None
    • None

    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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            Unassigned Unassigned
            psteitz Phil Steitz
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              Updated:
              Resolved: