This is, I hope, quite a simple question. Being new to the concepts and methods of Multiple Testing, I've been histogramming some of the p-values I've been computing in my genomics research. What I have been seeing is that the distribution of p-values seems to be depleted at low values. Of course, this is horrid for the various FDR, etc methods.
But, I'm simply curious as to what this implies about my data? Why would I be getting fewer low p-values than expected from the null hypothesis?
The sample size for the test is quite small. I suspect that has something to do with it. These p-values are computed for Cox regression of a clinical variable with a genomic variable.