The distribution of p-values under the null hypothesis is well-known
to be U(0,1). This distribution under the alternative hypothesis has
been discussed by a number of people at various times*. I seem to
recall that Birnbaum was an early example.
a) does anybody have an exact reference to Birnbaum's paper?
b) does anyone have an earlier reference?
Many thanks
Stephen Senn
*e.g
Miettinen, Theoretical Epidemiology,
Senn, Controlled Clinical Trials 1993,
Hwang, O'Neill & Bauer, Stats in Medicine, 1998
Professor Stephen Senn
Department of Statistical Science &
Department of Epidemiology and Public Health
University College London
Room 126, 1-19 Torrington Place
LONDON WC1E 6BT
Tel: +44 (0) 20 7679 1698
Fax: +44 (0) 20 7383 4703
Email: [log in to unmask]
webpage: http://www.ucl.ac.uk/~ucaksjs/
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