0000621: FIXED: mann-whitney u-test can return probabilities greater than 1

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000621

[ALGLIB] Statistics

minor

always

2014-09-23 18:41

2015-07-24 17:09

Reporter

pflaquerre

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.10.0

Product Version

3.8.1

Target Version

3.10.0

Product Build

Summary

0000621: FIXED: mann-whitney u-test can return probabilities greater than 1

Description

I noticed that alglib::mannwhitneyutest can sometimes return p values greater than 1. For example, the following program:

#include "alglib/statistics.h"
#include <iostream>

int main(int argc, char *argv[])
{
  const alglib::real_1d_array x("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");
  const alglib::real_1d_array y("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");
  const size_t nx = x.length();
  const size_t ny = y.length();

  double bt(0), lt(0), rt(0);
  alglib::mannwhitneyutest(x, nx, y, ny,
                           bt, lt, rt);

  std::cout << "mann whitney bt, lt, rt " << bt << " " << lt << " " << rt << std::endl;

  return 0;
}

outputs "mann whitney bt, lt, rt 1.02949 0.51483 0.514744", whereas one would expect bt to be 1.

Steps To Reproduce

Additional Information

Programming language

C++

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Issue History
Date Modified	Username	Field	Change
2014-09-23 18:41	pflaquerre	New Issue
2014-09-23 18:41	pflaquerre	Programming language	=> C++
2014-09-23 18:41	pflaquerre	Issue Monitored: pflaquerre
2014-09-25 13:34	SergeyB	Status	new => assigned
2014-09-25 13:34	SergeyB	Assigned To	=> SergeyB
2014-09-25 13:35	SergeyB	Target Version	=> Next 'Optimization' release
2014-11-17 15:14	SergeyB	Target Version	Next 'Optimization' release => Next release
2015-07-24 17:09	SergeyB	Summary	mann-whitney u-test can return probabilities greater than 1 => FIXED: mann-whitney u-test can return probabilities greater than 1
2015-07-24 17:09	SergeyB	Status	assigned => resolved
2015-07-24 17:09	SergeyB	Fixed in Version	=> Next release
2015-07-24 17:09	SergeyB	Resolution	open => fixed

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