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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1240) Kolmogorov-Smirnov 2-sample test returns wrong p-value if input data is identical
Date Wed, 24 Jun 2015 11:48:04 GMT
Thomas Neidhart created MATH-1240:
-------------------------------------

             Summary: Kolmogorov-Smirnov 2-sample test returns wrong p-value if input data
is identical
                 Key: MATH-1240
                 URL: https://issues.apache.org/jira/browse/MATH-1240
             Project: Commons Math
          Issue Type: Sub-task
            Reporter: Thomas Neidhart


Depending on the method used, wrong results are returned:

 * exact -> correct
 * monteCarlo -> wrong (returns a very small p-value)
 * approximate -> wrong (returns 0 instead of 1)

The problem for the approximate version is due to this code snippet in ksSum

{code}
        if (t == 0.0) {
            return 1.0;
        }
{code}

should rather return 0 in this case, but needs to be verified.

This problem was hidden (due to wrong statistic calculation) in previous versions of commons-math
or resulted in a TooManyIterationsException (if statistic is 0 as correct in case of identical
values).



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