A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities

This paper presents a simple approximation for the distribution of the weighted Fisher's statistic , which is suitable for use when P1,P2,...,Pk are non-independent or independent tail-area probabilities arising from k continuous distributions, and w1,w2,...,wk are constants.

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Year of publication:	2005
Authors:	Hou, Chia-Ding
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 73.2005, 2, p. 179-187
Publisher:	Elsevier
Keywords:	Combination of significance tests Fisher's method of combining probabilities Weighted combination

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005224172