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From Phil Steitz <>
Subject Re: [jira] Commented: (MATH-431) New tests: Wilcoxon signed-rank test and Mann-Whitney U
Date Sun, 07 Nov 2010 14:07:07 GMT
On 11/6/10 12:44 PM, Mikkel Meyer Andersen wrote:
> 2010/11/6 Phil Steitz (JIRA)<>:
>>     [
>> Phil Steitz commented on MATH-431:
>> ----------------------------------
>> +1 for including both of these tests.  Then on to MATH-228
> Anything I should do in regard to that?

What we need there is a good algorithm for approximating the KS 
distribution.  I have been corresponding with the author of a very 
good one with a Java implementation but have thus far failed in 
getting consent to release under ASL.  So at this point, I am 
looking for an alternative good algorithm to implement.  All 
suggestions / unencumbered patches welcome!

See comments on the MATH-431 for other questions.

>> Interesting approach for the exact algorithm for Wilcoxon.  If we stay with this,
we should ack the original author of the algorithm in the javadoc.  Looks OK to use.
> Agree - both on the approach and legal part! Does the author need to
> sign anything but write a mail?
>>   Regarding the difference from R, what I usually do in this case is look at the
R sources to try to explain the difference.  Most likely in this case, what is going on is
they are using a different estimation algorithm for small n or treating ties differently.
 The ranking options that we use were largely adapted from R, so if that is the problem, it
should be easy to test.  We need to convince ourselves that ours is better or at least a legitimate
alternative.  I will take a close look this evening, but it looks like the algorithm you are
using should be exact.  If we can't reconcile the difference with R, it would be good to find
a way to validate correct functioning of the algorithm by manufacturing reference data with
known p.
> I'll try to investigate the difference, hopefully tomorrow, so that
> formal tests can be written and included.
>>> New tests: Wilcoxon signed-rank test and Mann-Whitney U
>>> -------------------------------------------------------
>>>                  Key: MATH-431
>>>                  URL:
>>>              Project: Commons Math
>>>           Issue Type: New Feature
>>>             Reporter: Mikkel Meyer Andersen
>>>             Assignee: Mikkel Meyer Andersen
>>>             Priority: Minor
>>>          Attachments:,,,
>>>    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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