Date: Dec 5, 2012 10:32 AM
Author: Luis A. Afonso
Subject: p-values ranges under Null Hypotheses
p-values ranges under Null Hypotheses

Under Null Hypotheses true p-values do follow a Uniform Distribution when the Test Statistics is continuous.

Given a set n of p-values the probability that the range be < x is easily calculated: for example:

_____ n=8 provides

______x_____P (range<x) __

_____0.500____.0352__

_____0.525____.0475__

_____0.550____.0632__

_____0.575____.0826__

Therefore if we observe a range of 0.525 or less we reject uniformity at 4.75% confidence level, H0 is false; on contrary 0.550 or more there is not sufficient evidence to reject uniformity.

The former case, low range set, if we are dealing with a right side hypotheses test, induces that the values are anomalous near 1: the observed statistical p-values are oddly away from 0, not sufficiently dispersed in [0, 1] which happens if the null hypotheses is really true.

Luis A. Afonso

REM "U-range"

CLS

DEFDBL A-Z

INPUT " sample size "; n

PRINT : PRINT : PRINT : CLS

PRINT : PRINT

PRINT " UNIFORM distribution: Dudewicz, Mishra, p.285 "

PRINT " Modern Mathematical Statistics, Aug. 1987 "

PRINT " prob. Range < x "

REM

DEF fnu (n, x) = n * (n - 1) * (x ^ (n - 1) / (n - 1) - x ^ n / n)

REM

PRINT " x prob. "

FOR x = .5 TO 1.025 STEP .025

COLOR 7

u = fnu(n, x)

IF u < .055 THEN COLOR 14

IF u > .1 THEN GOTO 4

PRINT USING " .### .#### "; x; fnu(n, x)

4 NEXT x

PRINT " sample size = "; n

END