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https://issues.apache.org/jira/browse/MATH-1245?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz updated MATH-1245:
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Affects Version/s: 3.5
> Kolmogorov-Smirnov exactP gives incorrect p-values for some D-statistics
> ------------------------------------------------------------------------
>
> Key: MATH-1245
> URL: https://issues.apache.org/jira/browse/MATH-1245
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.4.1, 3.5
> Reporter: Phil Steitz
> Priority: Minor
> Fix For: 4.0, 3.6
>
>
> The exactP method in KolmogorovSmirnovTest, which is used by default for
> small samples in 2-sample tests, can give slightly incorrect p-values in some
> cases. The reason for this is that p(D > d) is computed by examining all m-n
> partitions and counting the number of partitions that give D values larger
> than the observed value. D values are not rounded, so some values that are
> mathematically identical to the observed value compare less than or greater
> than it. This results in small errors in the reported p-values.
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