<see inline>
Raymond Wan wrote:
> Hi all,
>
> On Mon, 22 May 2006, Rolf Turner wrote:
>> It is worth noting that if the null hypothesis is true, then
>> the p-value is
>> uniformly distributed on [0,1].
SG: This is true in many but not all cases, and I think is a reasonable
approximation even when not exactly true. Example: Testing any null
hypothesis about a discrete distribution with only N possible outcomes
must produce N possible outcomes in the distribution of the p-value.
hope this helps,
Spencer Graves
>> This should be kept in mind when assessing the ``instability''
>> of p-values.
>
> Just wanted to thank everyone who participated in this thread for
> clarifying things for me. I guess I knew bits and pieces but your
> messages put them together and gave me some R commands (which I am still
> new to) to check things myself.
>
> Thanks a lot!
>
> Ray
>
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