p-value distribution of the Mann–Whitney U test in the finite case

When we work with null hypothesis significance testing and the null hypothesis is true, the distribution of observed p-value is asymptotically uniform. However, the distribution shape is not always uniform in the finite case. For example, when we work with rank-based tests like the Mann–Whitney U test, the distribution of the p-values is discrete with a limited set of possible values. This should be taken into account when we design a testing procedure for small samples and choose the significan...

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