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In frequentist hypothesis testing, the $p$-value is the probability of a result as extreme (or more) than the observed result, under the assumption that the null hypothesis is true.
8
votes
How to interpret a QQ-plot of p-values
This is an older question, but I found it helpful when trying to interpret QQPlots for the first time. I thought I'd add to these answers in case more people stumble across this in the future.
The thi …