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From "Mikkel Meyer Andersen (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-431) New tests: Wilcoxon signed-rank test and Mann-Whitney U
Date Sun, 07 Nov 2010 11:12:06 GMT

    [ https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929329#action_12929329
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Mikkel Meyer Andersen commented on MATH-431:
--------------------------------------------

Wilcoxon:

Using the following values (from ?wilcox.test)

x <- c(1.83,  0.50,  1.62,  2.48, 1.68, 1.88, 1.55, 3.06, 1.30)
y <- c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29)
wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = TRUE, exact = TRUE, correct
= FALSE)

gives V = 40, p-value = 0.03906 in R
and 
Two sample pairred t-test gives p-value        = 0.016176627434908067
Wilcoxon signed-rank test statistic            = 40.0
Wilcoxon signed-rank test gives exact p-value  = 0.0390625
Wilcoxon signed-rank test gives asymp. p-value = 0.03296938124422011
using the proposed ACM-implementation.

So that fits quite well.

> 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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