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On the Analysis of Large Numbers of p‐values

David R. Cox and Christiana Kartsonaki

International Statistical Review, 2019, vol. 87, issue 3, 505-513

Abstract: Methods for the analysis of large numbers of p‐values, observed levels of significance, are reviewed with some emphasis placed on the Rényi decomposition hinging on the relation with independent exponentially distributed random variables. Some extensions are described. An empirical example is used in illustration, and simulation results examining potential complications are outlined.

Date: 2019
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https://doi.org/10.1111/insr.12325

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