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Do P-values follow uniform distribution?
The p-value is uniformly distributed when the null hypothesis is true and all other assumptions are met. The reason for this is really the definition of alpha as the probability of a type I error.
What is the distribution of p-values?
The p value is 1−FT(T). If FT is continuous, the p value is uniformly distributed on [0,1]. For example, the distribution of the two-sample t-test is continuous, and the distribution of its p value has a uniform [0,1] distribution.
Do Baseline p-values follow a uniform distribution in Randomised trials?
The notion that P-values for comparisons of groups using baseline data in randomised clinical trials should follow a Uniform distribution if the randomisation is valid has been found to be true only in the context of independent variables which follow a Normal distribution, not for Lognormal data, correlated variables.
Why is the distribution of p-values uniformly distributed?
It is sometimes said that the p-value is uniformly distributed if the null hypothesis is true. Give two different reasons why this statement is not in general true. The problem is with real examples, not just toy examples, so your reasons should not involve degenerate situations such as zero sample size or infinite data values.
Why do we use a uniform p-value?
The whole point of using the correct distribution (normal, t, f, chisq, etc.) is to transform from the test statistic to a uniform p-value. If the null hypothesis is false then the distribution of the p-value will (hopefully) be more weighted towards 0.
Which is a uniform distribution for an unusual definition of Uniformity?
This is a “uniform” distribution for an unusual definition of uniformity. On the other hand “p-density” = (probability of p-value) / (interval around where it is the closest possible p-value) is approx 1/2^N for large N.
Why do p-values depend on nuisance parameter?
Reason 2 is that if you have a composite null hypothesis, the p-value will, except in some special cases, depend on the value of the nuisance parameter. All 4 of the students gave reason 1, but none of them gave reason 2.