0000518: FIXED: minor bug in Student's t-test

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000518

[ALGLIB] Statistics

tweak

have not tried

2013-04-19 16:14

2013-05-14 12:32

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.8.0

Product Version

Target Version

3.8.0

Product Build

Summary

0000518: FIXED: minor bug in Student's t-test

Description

Previous versions of Student's t-test incorrectly handled degeneracy in the input data (when one/both of the samples had zero variance).

New version fixes behavior of:
* StudentTTest1
* StudentTTest2
* UnequalVarianceTTest

==============================
Reported by Andy Giese <gieseanw@gmail.com>:

The t-tests improperly return all tails = 1.0 when either variance for x or variance for y is 0. This is a mistake.

To reproduce: test against sets
x = {1, 1, 1, 1, 1}
y = {0.45, 0.56, 0.83, 0.92, 0.87}

Alglib says the probability of the null is 1.0 in all tests, which is clearly incorrect.

Steps To Reproduce

Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2013-04-19 16:14	SergeyB	New Issue
2013-04-19 16:14	SergeyB	Status	new => assigned
2013-04-19 16:14	SergeyB	Assigned To	=> SergeyB
2013-04-19 16:14	SergeyB	Programming language	=> Unspecified
2013-04-19 17:01	SergeyB	Description Updated
2013-05-14 11:54	SergeyB	Summary	Student's t => FIXED: minor bug in Student's t-test
2013-05-14 11:54	SergeyB	Description Updated
2013-05-14 12:32	SergeyB	Status	assigned => resolved
2013-05-14 12:32	SergeyB	Fixed in Version	=> 3.8.0
2013-05-14 12:32	SergeyB	Resolution	open => fixed

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