Linked Questions
44 questions linked to/from Why are p-values uniformly distributed under the null hypothesis?
8
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Understanding scipy Kolmogorov-Smirnov test [duplicate]
I'm trying to understand the Kolmogorov-Smirnov test using a very simple example. I generate a set of random, uniform values between 0 and 1.0. I then test that these values are from a uniform ...
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1
vote
3
answers
175
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Does sample size affect the distribution of p-values? [duplicate]
I'm conducting a simulation study where I repeatedly sample heights from a normal distribution with a mean of 175 cm and standard deviation of 6 cm. I then calculate a one-sample t-test p-value for ...
- 13
0
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0
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209
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Understanding why p value is uniformly distributed [duplicate]
I know that the mathematically, p values should be uniformly distributed under the null hypothesis. However, what is this null hypothesis (in this context)?
Can someone give me an example please ?
- 1,256
2
votes
0
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180
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Why do p-values have uniform distribution for normally distributed data [duplicate]
I generated some random data using rnorm() in R made a matrix X of 10,000 rows and 1,000 rows. The I generated 1000 zeros and ones using runif(). I stored the rows corresponding to 0 in Y in one ...
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2
votes
0
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80
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Chi2 test on big uniformly random sample [duplicate]
I expect that, in Python with numpy and scipy,
scipy.stats.chisquare(numpy.bincount(numpy.random.randint(100, size=1000000)))
will return P-value which is very ...
- 121
0
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0
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73
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Long-run behavior of p-values? (simulation) [duplicate]
I was wondering why the expected value (i.e., long-run average) of the p-values from a simulation of a binomial experiment in the below experiment becomes roughly about $.61$, regardless of $p$; the ...
- 4,056
1
vote
0
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41
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Chi Square Tests throws varying p-value results [duplicate]
Suppose I have a random number generator and I want to check with a Chi Square Test whether its pdf is uniform or no. I can write a script that does that and I will run it several times. To my ...
- 111
32
votes
3
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Is the exact value of a 'p-value' meaningless?
I had a discussion with a statistician back in 2009 where he stated that the exact value of a p-value is irrelevant: the only thing that is important is whether it is significant or not. I.e. one ...
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8
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4
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Why do I get this p-value doing the Jarque-Bera test in R?
Doing a Jarque Bera test in R I get this result:
jarque.bera.test(rnorm(85))
data: rnorm(85)
X-squared = 1.259, df = 2, p-value = 0.5329
Does it mean that the ...
- 719
10
votes
2
answers
6k
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Why are 0.05 < p < 0.95 results called false positives?
Edit: The basis of my question is flawed, and I need to spend some time figuring out whether it can even be made to make sense.
Edit 2: Clarifying that I recognize that a p-value isn't a direct ...
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8
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4
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619
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Can Survival Models model the time at which a random variable will first pass a certain point?
Using standard survival models (e.g. Joint Survival Models), I could calculate the hazard and survival functions for individual cohorts at different time points in the future. Thus, I could make the ...
2
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5
answers
4k
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Kolmogorov-Smirnov test - reliability
Description
I want to use Kolmogorov-Smirnov test to check how given clusters of 1D points differs from normal distribution (original question here: How to test which data match model at best).
I am ...
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3
votes
2
answers
4k
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How to interpret the p-value for chi-square-test
I am fairly new to statistics and programming. I hope my question is neither stupid nor trivial.
I have 8 categories, and every category should have the same count of 156.125. My empirical observation ...
- 31
10
votes
1
answer
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The distribution of the p-values under the null hypothesis is uniform(0, 1)
I have seen this, and this and a few YouTube videos, and I'm still stuck.
I understand how the probability integral transform gives rise to the result that the CDF of the p-values will have a ...
- 718
7
votes
1
answer
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Understanding multiple KS tests
I have read these two questions Why are p-values uniformly distributed under the null hypothesis? and Understanding scipy Kolmogorov-Smirnov test
And this inspired me the following experiment.
I ...
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