On combining independent tests in case of conditional normal distribution

Mohammad Al-Talib, Mohammad Al Kadiri and Abedel-Qader Al-Masri

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 23, 5627-5638

Abstract: In statistics we often experience combining n-independent tests of simple hypothesis, versus a one-tailed alternative as n approaches infinity. In the present study, we consider combining independent tests in case of conditional normal distribution with probability density function X|θ∼N(γθ,1),θ∈[a,∞),a≥0 when θ1,θ2,… have a distribution function (DF) Fθ. Four nonparametric combination procedures (Fisher, logistic, sum of p-values and inverse normal) were compared via the exact Bahadur slope. We concluded that the inverse normal procedure is better than the other procedures.

Date: 2020
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DOI: 10.1080/03610926.2019.1621343

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