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5.11 Uniforms

5.11 UniformsWhy do p-values follow a uniform distribution under the null hypothesis?

The answer may be quite simple if you remember.
The p-value must be between 0 and 1 and the uniform distribution must be between 0 and 1. The probability of the p-value is greater than x is (1-x). Similarly, the probability of a uniform distribution is greater than x is (1-x).
That should be all to say you need to show the two distributions are equal. Therefore, p-values are uniformly distributed.

Posted on March 10, 2010.
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