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https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929329#action_12929329
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Mikkel Meyer Andersen commented on MATH-431:
--------------------------------------------
Wilcoxon:
Using the following values (from ?wilcox.test)
x <- c(1.83, 0.50, 1.62, 2.48, 1.68, 1.88, 1.55, 3.06, 1.30)
y <- c(0.878, 0.647, 0.598, 2.05, 1.06, 1.29, 1.06, 3.14, 1.29)
wilcox.test(x, y, alternative = "two.sided", mu = 0, paired = TRUE, exact =
TRUE, correct = FALSE)
gives V = 40, p-value = 0.03906 in R
and
Two sample pairred t-test gives p-value = 0.016176627434908067
Wilcoxon signed-rank test statistic = 40.0
Wilcoxon signed-rank test gives exact p-value = 0.0390625
Wilcoxon signed-rank test gives asymp. p-value = 0.03296938124422011
using the proposed ACM-implementation.
So that fits quite well.
> 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).
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