Phil Steitz created MATH-1245:
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Summary: Kolmogorov-Smirnov exactP gives incorrect p-values for
some D-statistics
Key: MATH-1245
URL: https://issues.apache.org/jira/browse/MATH-1245
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.4.1
Reporter: Phil Steitz
Priority: Minor
Fix For: 4.0, 3.5
The exactP method in KolmogorovSmirnovTest, which is used by default for small
samples in 2-sample tests, can give slightly incorrect p-values in some cases.
The reason for this is that p(D > d) is computed by examining all m-n
partitions and counting the number of partitions that give D values larger than
the observed value. D values are not rounded, so some values that are
mathematically identical to the observed value compare less than or greater
than it. This results in small errors in the reported p-values.
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