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

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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

Status

resolved

Product Version

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.

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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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