[LNT] r207898 - Use Mann-Whitney U test to identify changes
Yi.Kong at arm.com
Tue May 6 05:25:33 PDT 2014
If we are using significance table, we can no longer calculate p values,
right? Is there any algorithm to calculate p value for all sample sizes?
Do we still need to investigate p values?
On 04/05/14 18:57, Hal Finkel wrote:
> ----- Original Message -----
>> From: "Anton Korobeynikov" <anton at korobeynikov.info>
>> To: "Yi Kong" <Yi.Kong at arm.com>
>> Cc: "LLVM Commits" <llvm-commits at cs.uiuc.edu>
>> Sent: Sunday, May 4, 2014 12:31:04 PM
>> Subject: Re: [LNT] r207898 - Use Mann-Whitney U test to identify changes
>>> In the docstring, it says "Use only when the n in each condition is
>>> < 20 and
>>> you have 2 independent samples of ranks."
>> And this is definitely wrong, since it does use the normal
>> approximation, which is valid for n > 20 in each sample ;)
> This does indeed seem to be the case; the source code clearly uses the normal approximation. I think that we should just code this ourselves, the algorithm for computing the exact value of U is pretty simple, and a table of critical values for U can be included without much trouble for the few p values we'll care about.
>> With best regards, Anton Korobeynikov
>> Faculty of Mathematics and Mechanics, Saint Petersburg State
>> llvm-commits mailing list
>> llvm-commits at cs.uiuc.edu
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