[SciPy-Dev] anyone want to fix Mann-Whitney test?
Sun Feb 5 06:19:44 CST 2012
On Sun, Feb 5, 2012 at 5:17 AM, Ralf Gommers <firstname.lastname@example.org>wrote:
> There's a bug report and a number of new tests for mannwhitneyu at
> http://projects.scipy.org/scipy/ticket/1593. These plus a fix were
> contributed by Sebastian Pölsterl, unfortunately he based his initial fix
> on GPL'ed R code. Therefore I think we can't use that, even after he
> modified it. I looked at the GPL code too; I think we need someone who
> didn't do that to implement a new fix based only on the tests and bug
> Any takers?
>From what I remember my impression is that this is only a "cosmetic"
change, or better a change in what is returned.
>>> v, pval = stats.mannwhitneyu(x, y)
>>> len(x)*len(y) - v
The reported p-value is for a one-sided hypothesis, to get the two-sided
p-value multiply the returned p-value by 2.
currently I think none of the tests that uses normal or t distribution has
one versus two sided option, but I think they could be added everywhere.
One argument in favor of adding two one-sided options is that we return the
correct tail instead of the smaller tail.
I haven't looked at the pull request.
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