[Rd] CI for wilcoxon test (PR#895)

Kurt Hornik Kurt.Hornik@ci.tuwien.ac.at
Sun, 8 Apr 2001 16:16:44 +0200


>>>>> kylouskova  writes:

> Full_Name: Marketa Kylouskova
> Version: 1.2.1
> OS: Windows
> Submission from: (NULL) (147.231.7.2)


> Hi,

> 	I believe there is a bug in the extension of wilcox.test, namely
> in determination of confidence intervals. I concentrated on the
> two-sample test only. I examined and tested its performance on this
> working data set:

> ...

> which is apparently contradictory (p-value is much less than 0.05
> while exact CI contains 0). I examined the code and I found that while
> the exact wilcoxon test is applied on ranks of x (thus testing that mu
> = x – y is greater than 0), the exact CI is computed based on
> differences y - x, hence finding a CI for mu = y – x). The same
> applies, in my opinion, to approximative CI, where he optimization
> interval is set as (mumin,mumax) with

> ...

Thanks for pointing this out.  The confidence interval was for the
difference in locations of y and x and should have been the other way
round.  Fixed now.

-k
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