[SciPy-User] Mann-Whitney U Test
Steve Ramage
sjr at sjrx.net
Tue Dec 16 10:07:42 EST 2014
Thanks,
That makes sense, my point with the example was only to demonstrate that the lower median is not necessary the 'lower distribution'.
Cheers,
Steve Ramage
-----Original message-----
From: josef.pktd at gmail.com
Sent: Tue 16-12-2014 16:03
Subject: Re: [SciPy-User] Mann-Whitney U Test
To: SciPy Users List <scipy-user at scipy.org>;
> On Tue, Dec 16, 2014 at 8:32 AM, Steve Ramage <sjr at sjrx.net
> <mailto:sjr at sjrx.net> > wrote:
> Hello,
>
> I am wondering why the Mann-Whiney U Test always returns the smallu value in
> the source code, it seems like it should return the U statistic for x or y
> consistently.
> https://github.com/scipy/scipy/blob/v0.14.0/scipy/stats/stats.py#L3943 .
>
> I might be missing something, but it seems impossible to determine which
> distribution in the lower,
>
>
> smallu is returned because it is is the actual test statistic for comparison
> with tables (or the normal approximation) (see Wikipedia)
>
> However, except for inertia and backwards compatibility it would have been
> better to change this.
> Also, the function still returns the one-sided p-value which is inconsistent
> with returning a two-sided test statistic.
> In comparison, ttests return one-sided test statistic and two-sided p-values.
>
>
>
> Wikipedia gives an example of where the lower median is not correct, reproduced
> below:
>
> #!/usr/bin/env python
> import scipy.stats as stats
> import scipy.stats.mstats as mstats
>
> Hare = [ 1 , 2, 3, 4, 5, 6, 7, 8, 9, 20, 21, 22, 23, 24, 25, 26,
> 27, 28, 29]
> Tortoise = [ 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 30, 31, 32, 33, 34, 35,
> 36, 37, 38]
>
> print "Hare Median: %d, Tortoise Median: %d, U1: %d, U2:
> %d"%(mstats.mquantiles(Hare,[0.5])[0],mstats.mquantiles(Tortoise,[0.5])[0],
> stats.mannwhitneyu(Hare, Tortoise)[0], stats.mannwhitneyu(Tortoise,Hare)[0])
>
> Hare Median: 20, Tortoise Median: 19, U1: 100, U2: 100
>
> What's your point?
>
> smallu is not directly related to the medians.
>
> We replicate the formulas and results of Wikipedia, so everything looks right
> to me.
> I don't really understand the example, since I don't remember the details of
> Mann-Whitney-U or cannot figure them out right now .
>
> Josef
>
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