0000493: FIXED: bug in Student t-tests

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000493

[ALGLIB] Statistics

minor

always

2012-11-07 17:14

2012-11-21 16:38

Reporter

karuzo

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Status

resolved

Product Version

3.6.0

Summary

0000493: FIXED: bug in Student t-tests

Description

Issue fixed. studenttest1/studenttest2 now return correct values, depending on sign of difference between means of X and Y.

ORIGINAL MESSAGE:
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
studenttest1 returns all p-value=1 when all values of sample X are equal and different from assumed Mean.

Similarly studenttest2 returns all p-value=1 when all values of sample X are equal and different from equal values of sample Y.

I suppose this is wrong, as rather all p-values should be zero.

Additional Information

Dim bt As Double, rt As Double, lt As Double
Call alglib.studentttest1({1, 1, 1, 1, 1}, 5, 0, bt, rt, lt)
Console.WriteLine("bothTails={0}, rightTail={1}, leftTail={2}", bt, rt, lt)
Call alglib.studentttest2({1, 1, 1, 1, 1}, 5, {2, 2, 2, 2, 2}, 5, bt, rt, lt)
Console.WriteLine("bothTails={0}, rightTail={1}, leftTail={2}", bt, rt, lt)

Output:
bothTails=1, rightTail=1, leftTail=1
bothTails=1, rightTail=1, leftTail=1

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2012-11-07 17:14	karuzo	New Issue
2012-11-07 17:14	karuzo	Programming language	=> Unspecified
2012-11-09 16:55	SergeyB	Status	new => assigned
2012-11-09 16:55	SergeyB	Assigned To	=> SergeyB
2012-11-09 16:56	SergeyB	Target Version	=> 3.7.0
2012-11-21 16:38	SergeyB	Description Updated
2012-11-21 16:38	SergeyB	Status	assigned => resolved
2012-11-21 16:38	SergeyB	Fixed in Version	=> 3.7.0
2012-11-21 16:38	SergeyB	Resolution	open => fixed
2012-11-21 16:38	SergeyB	Summary	Student tests returns all p-value=1 for equal-valued samples => FIXED: bug in Student t-tests

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