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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-431) New tests: Wilcoxon signed-rank test and Mann-Whitney U
Date Sun, 07 Nov 2010 17:48:06 GMT

    [ https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929381#action_12929381
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Phil Steitz commented on MATH-431:
----------------------------------

I think the difference from R in the second example above  (two-sided, paired, exact=false)
may be due to the variance correction that R does in the approximation when there are ties
in the (absolute) paired differences.  Have a look at src/library/stats/R/wilcox.test.R in
a recent R source distro.  See e.g. http://mlsc.lboro.ac.uk/resources/statistics/wsrt.pdf
for a reference to the correction formula.  Another interesting (undocumented) thing that
R does is ignore the "exact" parameter when it encounters ties.  I can see the argument there,
but I prefer your approach of using mean ranks.  In any case we need to fully document.  And
of course add test cases...

> New tests: Wilcoxon signed-rank test and Mann-Whitney U
> -------------------------------------------------------
>
>                 Key: MATH-431
>                 URL: https://issues.apache.org/jira/browse/MATH-431
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Mikkel Meyer Andersen
>            Assignee: Mikkel Meyer Andersen
>            Priority: Minor
>         Attachments: MannWhitneyUTest.java, MannWhitneyUTestImpl.java, WilcoxonSignedRankTest.java,
WilcoxonSignedRankTestImpl.java
>
>   Original Estimate: 4h
>  Remaining Estimate: 4h
>
> Wilcoxon signed-rank test and Mann-Whitney U are commonly used non-parametric statistical
hypothesis tests (e.g. instead of various t-tests when normality is not present).

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