On the distribution of the weighted combination of independent probabilities

The approximate distribution of X = - 2 log Q is obtained where Q = Pw11Pw22 ... Pwnn, P1, P2,..., Pn are independent tail-area probabilities arising from n continuous distributions, and w1, w2,..., wn are constants. If all wi = 1, then Fisher (1932) has shown that - 2[Sigma] log(Pi) is distributed as [chi]2 with 2n degrees of freedom.

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Year of publication:	1992
Authors:	Bhoj, Dinesh S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 1, p. 37-40
Publisher:	Elsevier
Keywords:	Combination of independent tests incomplete gamma function weighted combination

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

Persistent link: https://www.econbiz.de/10005138111