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>P-values are by definition uniformly distributed when the null hypothesis is true. Where are you getting this from? When the null hypothesis is true, the p-va
by jsprogrammer 11y ago
>P-values are by definition uniformly distributed when the null hypothesis is true.
Where are you getting this from? When the null hypothesis is true, the p-value should be 1. This follows directly from the definition. If the p-value is not 1 and the null hypothesis is in fact true, your experiment or calculations are wrong. You might also just have the wrong null hypothesis (eg. sensors have more noise than assumed).
- jsprogrammer 11y agoI'm willing to accept that in some designs, the first observation of p-value may be uniformly distributed over (0,1], but, as additional observations are made, the value should converge to 0 or 1. What would be the purpose, or usefulness of p-value being uniformly distributed if the null-hypothesis is true? It's much simpler to design things to converge to a single number. Edit: I have also considered that p-value could be uniformly distributed if the null-hypothesis is false (where you claimed true). I don't know the answer to that.