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https://issues.apache.org/jira/browse/MATH-431?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12929381#action_12929381
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Phil Steitz commented on MATH-431:
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I think the difference from R in the second example above (two-sided, paired,
exact=false) may be due to the variance correction that R does in the
approximation when there are ties in the (absolute) paired differences. Have a
look at src/library/stats/R/wilcox.test.R in a recent R source distro. See
e.g. http://mlsc.lboro.ac.uk/resources/statistics/wsrt.pdf for a reference to
the correction formula. Another interesting (undocumented) thing that R does
is ignore the "exact" parameter when it encounters ties. I can see the
argument there, but I prefer your approach of using mean ranks. In any case we
need to fully document. And of course add test cases...
> 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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