Do Baseline P-Values Follow a Uniform Distribution in Randomised Trials?

Martin Bland

PLOS ONE, 2013, vol. 8, issue 10, 1-5

Abstract: Background: The theory has been put forward that if a null hypothesis is true, P-values should follow a Uniform distribution. This can be used to check the validity of randomisation. Method: The theory was tested by simulation for two sample t tests for data from a Normal distribution and a Lognormal distribution, for two sample t tests which are not independent, and for chi-squared and Fisher’s exact test using small and using large samples. Results: For the two sample t test with Normal data the distribution of P-values was very close to the Uniform. When using Lognormal data this was no longer true, and the distribution had a pronounced mode. For correlated tests, even using data from a Normal distribution, the distribution of P-values varied from simulation run to simulation run, but did not look close to Uniform in any realisation. For binary data in a small sample, only a few probabilities were possible and distribution was very uneven. With a sample of two groups of 1,000 observations, there was great unevenness in the histogram and a poor fit to the Uniform. Conclusions: The notion that P-values for comparisons of groups using baseline data in randomised clinical trials should follow a Uniform distribution if the randomisation is valid has been found to be true only in the context of independent variables which follow a Normal distribution, not for Lognormal data, correlated variables, or binary data using either chi-squared or Fisher’s exact tests. This should not be used as a check for valid randomisation.

Date: 2013
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:plo:pone00:0076010

DOI: 10.1371/journal.pone.0076010

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