What does "p-value Distribution" mean?

Definition of p-value Distribution in the context of A/B testing (online controlled experiments).

What is a p-value Distribution?

Simulating many experiments and plotting the distribution of their p-values is a good way to insure that the experimental setup and statistic used are properly chosen. With a proper setup, the p-value distribution should be flat.

Like this glossary entry? For an in-depth and comprehensive reading on A/B testing stats, check out the book "Statistical Methods in Online A/B Testing" by the author of this glossary, Georgi Georgiev.

About the author

Georgi Z. Georgiev

Georgi has over twenty years of experience in online marketing, web analytics, statistics, and design of business experiments.

Author of the book "Statistical Methods in Online A/B Testing", white papers on statistical analysis of A/B tests, and a speaker, he has been distinguished as a winner in the Data & Analytics category of the 2024 Experimentation Thought Leadership Awards.

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