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From "Phil Steitz (JIRA)" <>
Subject [jira] [Commented] (MATH-1233) Uncommon wilcoxon signed-rank p-values
Date Wed, 17 Jun 2015 03:39:00 GMT


Phil Steitz commented on MATH-1233:

At least one bug is that calculateDifferences does not discard pairs with 0 difference.  It
may be best, actually, to do as R does for identical input arrays: return 0 for the statistic
an NaN (or throw) for the p-value.

> Uncommon wilcoxon signed-rank p-values
> --------------------------------------
>                 Key: MATH-1233
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.5
>            Reporter: Icaro Cavalcante Dourado
>         Attachments: MATH-1233-test.patch
> This implementation in WilcoxonSignedRankTest looks weird. For equal vectors, the correct
pValue should be 1, because it is the probability of the vectors to come from same population.
> On the opposite, this implementation returns ~0 for equal vectors. So we need to analyze
the returned pValue > significanceLevel to reject H0 hypothesis, while in R and many others
tools we perform the opposite: pValue <= significanceLevel gives us an argument to reject
null hypothesis.

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