Mailing-List: contact issues-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: issues@commons.apache.org
Message-ID: <21457818.54431289059672301.JavaMail.jira@thor>
Date: Sat, 6 Nov 2010 12:07:52 -0400 (EDT)
From: "Phil Steitz (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
Subject: [jira] Commented: (MATH-431) New tests: Wilcoxon signed-rank test
 and Mann-Whitney U
In-Reply-To: <13237437.161041288507185282.JavaMail.jira@thor>
MIME-Version: 1.0
Content-Type: text/plain; charset=utf-8
Content-Transfer-Encoding: 7bit


    [ https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929054#action_12929054 ] 

Phil Steitz commented on MATH-431:
----------------------------------

+1 for including both of these tests.  Then on to MATH-228

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.  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.

> 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).

-- 
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.