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Combining dependent P-values


  • Kost, James T.
  • McDermott, Michael P.


We derive an approximation to the null distribution of Fisher's statistic for combining p-values when the underlying test statistics are jointly distributed as multivariate t with common denominator. Applications to testing problems involving order-restricted parameters are briefly discussed.

Suggested Citation

  • Kost, James T. & McDermott, Michael P., 2002. "Combining dependent P-values," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 183-190, November.
  • Handle: RePEc:eee:stapro:v:60:y:2002:i:2:p:183-190

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    References listed on IDEAS

    1. Goldman, Alvin I. & Shaked, Moshe, 1991. "Results on inquiry and truth possession," Statistics & Probability Letters, Elsevier, vol. 12(5), pages 415-420, November.
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    Cited by:

    1. Follmann, Dean & Proschan, Michael, 2012. "A test of location for exchangeable multivariate normal data with unknown correlation," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 115-125, February.
    2. Holm, Hakan J. & Samahita, Margaret, 2016. "Curating Social Image: Experimental Evidence on the Value of Actions and Selfies," Working Papers 2016:8, Lund University, Department of Economics, revised 14 Nov 2016.


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