p-values behave uniformly. Now as p(np) is fixed and n goes to infinity, binomial converges to normal(Poisson). Now suppose I take random binomial samplings and fir normal(Poisson) to it, for say n = 1000. Will my p-value still be uniformly distributed or as binomial converges to normal(Poisson), p-values mostly will be in 0.8-1?

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Maeve Holloway · Accepted Answer

I think what you are referring to is sampling a binomial random variable   X and then looking at the distribution of   F  (  X  ) where   F is the binomial CDF. This is actually not uniform; it is a sort of discrete approximation of a uniform variable. In the case where normal approximation becomes valid, it converges to a uniform variable. In the case where Poisson approximation becomes valid, it does not converge to a uniform variable, but rather to the distribution of   F  (  P  ) where   P has the limiting Poisson distribution and   F is the limiting Poisson CDF. Again this isn&#039;t uniform.

p-values behave uniformly. Now as p(np) is fixed and n goes to infinity, binomial converges to norma

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