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config-i1 avatar config-i1 commented on September 4, 2024

Hi!
Thanks for your comment!

But shouldn't it be two sided anyway?
We have this inequality:
|Rank1 - Rank2| > CD
which is equivalent to two inequalities:

  1. Rank1 - Rank2 > CD
  2. Rank1 - Rank2 < CD

Which leads to the lower and upper bounds and, as a result, to two whiskers.

Does it make sense?

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trnnick avatar trnnick commented on September 4, 2024

Slide 9 in the following presentation may be helpful on this:
http://kourentzes.com/forecasting/2012/04/19/statistical-significance-of-forecasting-methods-an-empirical-evaluation-of-the-robustness-and-interpretability-of-the-mcb-anom-and-friedman-nemenyi-test/

To the best of my knowledge the two-sidedness is already considered in the calculation of the critical distance.

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config-i1 avatar config-i1 commented on September 4, 2024

Looks like the issue is not what it seems.

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