[SciPy-Dev] Exact p-values in Mann-Whitney U test

[Sturla Molden]

Jamie Morton <jamietmorton at gmail.com> wrote:

> But perhaps having an exact p-value calculation for smaller sample sizes
> would be preferable.

Monte Carlo randomization test is a good solution for rank-sum statistics.
What does "exact" mean anyway?
 
MC tests are exact for a given number of significant digits. You just have
to run it until the p-value has converged for the required number of
significant digits. 

Sturla