问题
The Fisher's Exact Test is related to the hypergeometric distribution, and I would expect that these two commands would return identical pvalues. Can anyone explain what I'm doing wrong that they do not match?
#data (variable names chosen to match dhyper() argument names)
x = 14
m = 20
n = 41047
k = 40
#Fisher test, alternative = 'greater'
(fisher.test(matrix(c(x, m-x, k-x, n-(k-x)),2,2), alternative='greater'))$p.value
#returns 2.01804e-39
#geometric distribution, lower.tail = F, i.e. P[X > x]
phyper(x, m, n, k, lower.tail = F, log.p = F)
#returns 5.115862e-43
回答1:
In this case, the actual call to phyper
that is relevant is phyper(x - 1, m, n, k, lower.tail = FALSE)
. Look at the source code for fisher.test
relevant to your call of fisher.test(matrix(c(x, m-x, k-x, n-(k-x)),2,2), alternative='greater')
. At line 138, PVAL
is set to:
switch(alternative, less = pnhyper(x, or),
greater = pnhyper(x, or, upper.tail = TRUE),
two.sided = {
if (or == 0) as.numeric(x == lo) else if (or ==
Inf) as.numeric(x == hi) else {
relErr <- 1 + 10^(-7)
d <- dnhyper(or)
sum(d[d <= d[x - lo + 1] * relErr])
}
})
Since alternative = 'greater'
, PVAL
is set to pnhyper(x, or, upper.tail = TRUE)
. You can see pnhyper
defined on line 122. Here, or = 1
, which is passed to ncp
, so the call is phyper(x - 1, m, n, k, lower.tail = FALSE)
With your values:
x = 14
m = 20
n = 41047
k = 40
phyper(x - 1, m, n, k, lower.tail = FALSE)
# [1] 2.01804e-39
来源:https://stackoverflow.com/questions/53051977/p-value-from-fisher-test-does-not-match-phyper