Mantis - ALGLIB
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ID: Category: Severity: Reproducibility: Date Submitted: Last Update:
621 Statistics minor always 2014-09-23 18:41 2015-07-24 17:09
Reporter: pflaquerre Platform:  
Assigned To: SergeyB OS:  
Priority: normal OS Version:  
Status: resolved Product Version: 3.8.1  
Product Build: Resolution: fixed  
Projection: none      
ETA: none Fixed in Version: 3.10.0  
Programming language: C++
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.
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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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