Anders Conbere created MATH-1140:
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Summary: Incorrect result from MannWhitneyUTest#mannWhitneyUTest
with large datasets
Key: MATH-1140
URL: https://issues.apache.org/jira/browse/MATH-1140
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.3
Reporter: Anders Conbere
Priority: Minor
On large datasets MannWhitneyUTest#mannWhitneyUTest returns the double value
0.0 instead of the correct p-value. I suspect this is an overflow but haven't
been able to trace it down yet.
I'm afraid I'm not very good at java, but I'm including a link to a public
repository where you can reproduce the issue, unfortunately my implementation
is written in clojure.
https://github.com/aconbere/apache-commons-mann-whitney-bug
The summary is that by calling MannWhitneyUTest#mannWhitneyUTest with two
randomly generated arrays (50k elements with a max value of 300) I can reliably
reproduce the result 0.0. By reducing that to something more modest like 2k I
get correct p-value calculations.
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