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

[Eric Larson]

IIUC "exact" in this context means running all possible re-orderings /
exchanges of the data to estimate the null, e.g. for a paired t-test with
10 observations, doing 2 ** 10 permutations / sign flips.

Eric


On Thu, Mar 5, 2015 at 8:06 AM, Sturla Molden <sturla.molden at gmail.com>
wrote:

> 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
>
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