James Pickering created MATH-790:
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Summary: Mann-Whitney U Test Suffers From Integer Overflow With
Large Data Sets
Key: MATH-790
URL: https://issues.apache.org/jira/browse/MATH-790
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0, Nightly Builds
Environment: Ubuntu Linux x64, Sun Java 6
Reporter: James Pickering
Priority: Minor
When performing a Mann-Whitney U Test on large data sets (the attached test
uses two 1500 element sets), intermediate values used in
calculateAsymptoticPValue, leading to invalid results, such as p-values of NaN,
or incorrect calculations.
Attached is a patch, including a test, and a fix.
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