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https://issues.apache.org/jira/browse/MATH-1381?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15999737#comment-15999737
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Bruno P. Kinoshita commented on MATH-1381:
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Agree with [~erans] on spending some more time reviewing the current
implementation.
Today I spent some time reviewing distributions, binomial, and tests. Then
looked at our BinomialTest, but still couldn't tell what was wrong. Then looked
at other Java implementations, until stumbled across
[hipparchus|https://github.com/Hipparchus-Math/hipparchus]. Their BinomialTest
implementation has an extra if, to check when both extreme values are equals.
https://github.com/Hipparchus-Math/hipparchus/blob/ff26617bd14472fa84d70e8efe66c1177f952145/hipparchus-stat/src/main/java/org/hipparchus/stat/inference/BinomialTest.java#L131
The comment next to it says
{quote}One side can't move{quote}
And from our Javadocs:
{quote}The lower value is added to the p-Value (if both values are equal, both
are added). Then we continue with the next extreme value, until we added the
value for the actual observed sample.{quote}
Nothing obvious for me, but with that check, we get precisely 1.0 as p-value
for the example reported in this issue.
Added the pull request here: https://github.com/apache/commons-math/pull/59
But probably worth combining with the tests from
https://github.com/apache/commons-math/pull/43.
Hope that helps
Bruno
> BinomialTest P-value > 1
> ------------------------
>
> Key: MATH-1381
> URL: https://issues.apache.org/jira/browse/MATH-1381
> Project: Commons Math
> Issue Type: Bug
> Reporter: Wang Qiang
> Fix For: 4.0
>
>
> When I use the Binomial Test, I got p-value > 1 for two sided check.
> Example:
> (new BinomialTest()).binomialTest(200, 200, 0.9950429,
> AlternativeHypothesis.TWO_SIDED) == 1.3701357550780435
> In my case, if the expected p-value is 1 (calculated by package in other
> language, scipy in this case), the p-value returned could be > 1
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