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https://issues.apache.org/jira/browse/MATH-588?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13200902#comment-13200902
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Thomas Neidhart commented on MATH-588:
--------------------------------------
Corrected the equality test in r1240795 as it was leading to failure. In fact
the test can range from very small to very large values which really requires a
relative error estimate.
The test is problematic in general, as it may contain values from very
different scales (due to its random nature), leading to unavoidable precision
errors in the above formula.
> Weighted Mean evaluation may not have optimal numerics
> ------------------------------------------------------
>
> Key: MATH-588
> URL: https://issues.apache.org/jira/browse/MATH-588
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1, 2.2
> Reporter: Phil Steitz
> Fix For: 3.0
>
>
> I recently got this in a test run
> {code}
> testWeightedConsistency(org.apache.commons.math.stat.descriptive.moment.MeanTest)
> Time elapsed: 0 sec <<< FAILURE!
> java.lang.AssertionError: expected:<0.002282165958997601> but
> was:<0.002282165958997157>
> at org.junit.Assert.fail(Assert.java:91)
> at org.junit.Assert.failNotEquals(Assert.java:645)
> at org.junit.Assert.assertEquals(Assert.java:441)
> at
> org.apache.commons.math.TestUtils.assertRelativelyEquals(TestUtils.java:178)
> at
> org.apache.commons.math.TestUtils.assertRelativelyEquals(TestUtils.java:153)
> at
> org.apache.commons.math.stat.descriptive.UnivariateStatisticAbstractTest.testWeightedConsistency(UnivariateStatisticAbstractTest.java:170)
> {code}
> The correction formula used to compute the unweighted mean may not be
> appropriate or optimal in the presence of weights:
> {code}
> // Compute initial estimate using definitional formula
> double sumw = sum.evaluate(weights,begin,length);
> double xbarw = sum.evaluate(values, weights, begin, length) / sumw;
> // Compute correction factor in second pass
> double correction = 0;
> for (int i = begin; i < begin + length; i++) {
> correction += weights[i] * (values[i] - xbarw);
> }
> return xbarw + (correction/sumw);
> {code}
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