[SciPy-Dev] anyone want to fix Mann-Whitney test?

Ralf Gommers ralf.gommers@googlemail....
Sun Feb 5 07:28:42 CST 2012


On Sun, Feb 5, 2012 at 1:19 PM, <josef.pktd@gmail.com> wrote:

>
>
> On Sun, Feb 5, 2012 at 5:17 AM, Ralf Gommers <ralf.gommers@googlemail.com>wrote:
>
>> Hi,
>>
>> 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
>> report.
>>
>> 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
> 498.0
>

Ah, okay. I'm not sure if this is a desirable change then. Any idea why it
was implemented like this?

>
> >>> pval*2
> 9.188326533255e-05
>
>
> docstring says:
>     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.
>

fisher_exact, kstest and ks_twosamp have less/greater/two-sided. I also
think it makes sense to add them where possible.

Ralf
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