title: How to use Mann-Whitney U test in learning
body: <p>I have a table (X, Y) where X is a matrix and Y is a vector of classes. Here an example:</p>
  
  <pre><code>X = 0 0 1 0 1   and Y = 1
      0 1 0 0 0           1
      1 1 1 0 1           0
  </code></pre>
  
  <p>I want to use Mann-Whitney U test to compute the feature importance(feature selection)</p>
  
  <pre><code>from scipy.stats import mannwhitneyu
  results = np.zeros((X.shape[1],2))
  for i in xrange(X.shape[1]):
      u, prob = mannwhitneyu(X[:,i], Y)
      results[i,:] = u, pro
  </code></pre>
  
  <p>I'm not sure if this is correct or no? I obtained large values for a large table, <code>u = 990</code> for some columns.</p>