On 09-Jan-2013 08:50:46 Pavlos Pavlidis wrote: > Dear all, > I observer a strange behavior of the pvalues of the t-test under > the null hypothesis. Specifically, I obtain 2 samples of 3 > individuals each from a normal distribution of mean 0 and variance 1. > Then, I calculate the pvalue using the t-test (var.equal=TRUE, > samples are independent). When I make a histogram of pvalues > I see that consistently the bin of the smallest pvalues has a > lower frequency. Is this a known behavior of the t-test or it's > a kind of bug/random number generation problem? > > kind regards, > idaios
Using the following code, I did not observe the behavious you describe. The histograms are consistent with a uniform distribution of the P-values, and the lowest bin for the P-values (when the code is run repeatedly) is not consistently lower (or higher, or anything else) than the other bins. ## My code: N <- 10000 Ps <- numeric(N) for(i in (1:N)){ X1 <- rnorm(3,0,1) ; X2 <- rnorm(3,0,1) Ps[i] <- t.test(X1,X2,var.equal=TRUE)$p.value } hist(Ps) ################################################ If you would post the code you used, the reason why you are observing this may become more evident! Hoping this helps, Ted. ------------------------------------------------- E-Mail: (Ted Harding) <ted.hard...@wlandres.net> Date: 09-Jan-2013 Time: 10:29:21 This message was sent by XFMail ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.