Combining p-values using order-based methods

Ori Davidov

Computational Statistics & Data Analysis, 2011, vol. 55, issue 7, 2433-2444

Abstract: Statistical practice often requires combining evidence from independent sources. A popular approach is to combine p-values. Motivated by the observation that p-values under the alternative are stochastically smaller than p-values under the null, we develop new combination rules that explicitly account for this ordering. The new combination rules are broadly applicable, optimal against some alternatives, and highly efficient against optimal procedures.

Keywords: Combining; functions; Optimality; p-values; Restricted; inference; Stochastic; order; relations; Testing; uniformity (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:55:y:2011:i:7:p:2433-2444

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