Test the Overall Significance of p-values by Using Joint Tail Probability of Ordered p-values as Test Statistic

Yongxiang Fang; Ernst Wit;

Open Access

doi: 10.1007/978-3-540-88192-6_41

handle: 11370/84adf22c-2ff2-416d-a195-4f3aebc93b9b

Published: 29 Sep 2008

Publisher: Springer Berlin Heidelberg

Country: Netherlands

- Summary
- References
  (11)

Abstract

Fisher’s combined probability test is the most commonly used method to test the overall significance of a set independent p-values. However, it is very obviously that Fisher’s statistic is more sensitive to smaller p-values than to larger p-value and a small p-value may overrule the other p-values and decide the test result. This is, in some cases, viewed as a flaw. In order to overcome this flaw and improve the power of the test, the joint tail probability of a set p-values is proposed as a new statistic to combine and make an overall test of the p-values. Through the development of a method and a practical application, this study reveals that the new method has plausible properties and more power.

Subjects by Vocabulary

Microsoft Academic Graph classification: Uniformly most powerful test Fisher's method Sufficient statistic Statistics Mathematics Exact test F-test One- and two-tailed tests Pearson's chi-squared test symbols.namesake symbols Test statistic

Subjects

combined probability test, joint tail probability, p-values

Related Organizations

Lancaster University
United Kingdom

11 references, page 1 of 2

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