Mantis - ALGLIB
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ID: Category: Severity: Reproducibility: Date Submitted: Last Update:
518 Statistics tweak have not tried 2013-04-19 16:14 2013-05-14 12:32
Reporter: SergeyB Platform:  
Assigned To: SergeyB OS:  
Priority: normal OS Version:  
Status: resolved Product Version:  
Product Build: Resolution: fixed  
Projection: none      
ETA: none Fixed in Version: 3.8.0  
Programming language: Unspecified
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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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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