Thomas Neidhart created MATH-1240:
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Summary: Kolmogorov-Smirnov 2-sample test returns wrong p-value if
input data is identical
Key: MATH-1240
URL: https://issues.apache.org/jira/browse/MATH-1240
Project: Commons Math
Issue Type: Sub-task
Reporter: Thomas Neidhart
Depending on the method used, wrong results are returned:
* exact -> correct
* monteCarlo -> wrong (returns a very small p-value)
* approximate -> wrong (returns 0 instead of 1)
The problem for the approximate version is due to this code snippet in ksSum
{code}
if (t == 0.0) {
return 1.0;
}
{code}
should rather return 0 in this case, but needs to be verified.
This problem was hidden (due to wrong statistic calculation) in previous
versions of commons-math or resulted in a TooManyIterationsException (if
statistic is 0 as correct in case of identical values).
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