Icaro Cavalcante Dourado created MATH-1233:
----------------------------------------------
Summary: Uncommon wilcoxon signed-rank p-values
Key: MATH-1233
URL: https://issues.apache.org/jira/browse/MATH-1233
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.5
Reporter: Icaro Cavalcante Dourado
This implementation in WilcoxonSignedRankTest looks weird. For equal vectors,
the correct pValue should be 1, because it is the probability of the vectors to
come from same population.
On the opposite, this implementation returns ~0 for equal vectors. So we need
to analyze the returned pValue > significanceLevel to reject H0 hypothesis,
while in R and many others tools we perform the opposite: pValue <=
significanceLevel gives us an argument to reject null hypothesis.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
