[Octave-bug-tracker] [bug #50169] u_test produces wrong result (reversed alternative hypothesis p value and inaccurate z value)

[Tasos Papastylianou]

URL:
  <http://savannah.gnu.org/bugs/?50169>

                 Summary: u_test produces wrong result (reversed alternative
hypothesis p value and inaccurate z value)
                 Project: GNU Octave
            Submitted by: tpapastylianou
            Submitted on: Sat 28 Jan 2017 01:50:29 PM GMT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: Tasos Papastylianou <poacheR>
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.2.0
        Operating System: Any

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Details:

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




   1   1   1   1   1

octave:2> y=[2,2,2,2,2,2]
y =

   2   2   2   2   2   2

octave:3> [p,z]=u_test(x, y, "<>")
p =  0.0061699
z = -2.7386
octave:4> [p,z]=u_test(x, y, ">")
p =  0.0030849
z = -2.7386


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.




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