bugGNU Octave - Bugs: bug #50169, u_test produces wrong result...

 
 

bug #50169: u_test produces wrong result (reversed alternative hypothesis p value and inaccurate z value)

Submitted by:  Tasos Papastylianou <tpapastylianou>
Submitted on:  Sat 28 Jan 2017 01:50:29 PM UTC  
 
Category: Octave FunctionSeverity: 3 - Normal
Priority: 5 - NormalItem Group: Incorrect Result
Status: NoneAssigned to: None
Originator Name: Tasos Papastylianou <poacheR>Open/Closed: Open
Release: 4.2.0Operating System: Any

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Sat 28 Jan 2017 01:50:29 PM UTC, original submission:

As per http://stackoverflow.com/questions/41902166/octave-mann-whitney-u-test-p-value-confusion/

The u_test function seems to have the 'alternative hypothesis' p values the wrong way round.

Furthermore, the z value is inconsistent with other sources (online calculators, and the equivalent function in julia, but those two are also inconsistent with each other).
In fairness, the source code does state the z value will be inaccurate for smaller sample sizes, but I have no idea where the discrepancy is coming from.

Tasos Papastylianou <tpapastylianou>

 

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