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Chunk #14 — Results — 3. The two sample t test with Normal data where the tests are correlated

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Do baseline P-values follow a uniform distribution in randomised trials?
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yes

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Figure 3 shows the results of valid t tests which are not independent, using correlated data. As the 10,000 repetitions are correlated, the results will depend on the values of the starting random observations. For this reason, four realisations of 10,000 replications are shown. The shapes of the distributions vary, but none are close to a Uniform distribution.