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

Status

resolved

Product Version

3.8.1

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.

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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