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

Part of book or chapter of book English OPEN
Fang, Yongxiang; Wit, Ernst;
(2008)
  • Publisher: University of Groningen, Johann Bernoulli Institute for Mathematics and Computer Science
  • Subject: joint tail probability | p-values | combined probability test
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... View more
  • References (11)
    11 references, page 1 of 2

    1. Fisher, R.A.: Statistical Methods for Research Workers, 4th edn. Oliver and Boyd (1932)

    2. Tippett, L.H.C.: The method of Statistics. Williams and Norgate (1931)

    3. Edgington, E.S.: An additive method for combining probability values from independent experiments. Journal of Psychology 80, 351-363 (1972)

    4. Edgington, E.S.: A normal curve method for combining probability values from independent experiments. Journal of Psychology 82, 85-89 (1972)

    5. Wilkinson, B.: A statistical consideration in psychological research. Psychological Bulletin 48, 156-157 (1951)

    6. Stouffer, S.A., Suchman, E.A., DeVinney, L.C., Star, S.A., Williams Jr., R.M.: The American Soldier. In: Adjustment during Army Life, vol. I. Princeton University Press, Princeton (1949)

    7. Birnbaum, A.: Combining independent tests of significance. Journal of the American Statistical Association 49, 559-574 (1954)

    8. Littell, R.C., Folks, J.L.: Asymptotic optimality of Fisher's method of combining independent tests. Journal of the American Statistical Association 66(336), 802- 806 (1971)

    9. Littell, R.C., Folks, J.L.: Combining Independent Tests of Significance. Journal of the American Statistical Association 68(341), 193-194 (1973)

    10. Berk, R.H., Cohen, R.: Asymptotically optimal methods of combining tests. Journal of the American Statistical Association 74, 812-814 (1979)

  • Metrics
Share - Bookmark