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https://issues.apache.org/jira/browse/MATH-790?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13293633#comment-13293633
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Mikkel Meyer Andersen commented on MATH-790:
--------------------------------------------
Thanks for the details. Why not use a double immediately as below? Is it to
avoid precision loss?
{noformat}
final double n1n2prod = (double) n1 * n2;
// http://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U#Normal_approximation
final double EU = n1n2prod / 2.0;
final double VarU = n1n2prod * (n1 + n2 + 1) / 12.0;
final double z = (Umin - EU) / FastMath.sqrt(VarU);
{noformat}
> 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
> Assignee: Mikkel Meyer Andersen
> Priority: Minor
> Labels: newbie, patch
> Fix For: 3.1
>
> Attachments: MannWhitnetUOVerflowPatch.diff
>
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> When performing a Mann-Whitney U Test on large data sets (the attached test
> uses two 1500 element sets), intermediate integer values used in
> calculateAsymptoticPValue can overflow, leading to invalid results, such as
> p-values of NaN, or incorrect calculations.
> Attached is a patch, including a test, and a fix, which modifies the affected
> code to use doubles
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