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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1233) Uncommon wilcoxon signed-rank p-values
Date Mon, 08 May 2017 18:02:04 GMT

    [ https://issues.apache.org/jira/browse/MATH-1233?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16001213#comment-16001213
] 

Gilles commented on MATH-1233:
------------------------------

Several things will have changed or disappeared "abruptly" when 4.0 will be released. :)
The release notes should contain the context to help people with upgrading their code.

> Uncommon wilcoxon signed-rank p-values
> --------------------------------------
>
>                 Key: MATH-1233
>                 URL: https://issues.apache.org/jira/browse/MATH-1233
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.5
>            Reporter: Icaro Cavalcante Dourado
>            Assignee: Rob Tompkins
>             Fix For: 4.0
>
>         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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