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A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities

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  • Hou, Chia-Ding

Abstract

This paper presents a simple approximation for the distribution of the weighted Fisher's statistic , which is suitable for use when P1,P2,...,Pk are non-independent or independent tail-area probabilities arising from k continuous distributions, and w1,w2,...,wk are constants.

Suggested Citation

  • Hou, Chia-Ding, 2005. "A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 179-187, June.
  • Handle: RePEc:eee:stapro:v:73:y:2005:i:2:p:179-187
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    References listed on IDEAS

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    1. Bhoj, Dinesh S., 1992. "On the distribution of the weighted combination of independent probabilities," Statistics & Probability Letters, Elsevier, vol. 15(1), pages 37-40, September.
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    Cited by:

    1. Hong Zhang & Zheyang Wu, 2023. "The generalized Fisher's combination and accurate p‐value calculation under dependence," Biometrics, The International Biometric Society, vol. 79(2), pages 1159-1172, June.
    2. Xiaqiong Wang & Yalu Wen, 2020. "A Systematic Comparison of Methods Designed for Association Analysis with Multi-Omics Data," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 10(2), pages 30-40, August.
    3. Olga A Vsevolozhskaya & Min Shi & Fengjiao Hu & Dmitri V Zaykin, 2020. "DOT: Gene-set analysis by combining decorrelated association statistics," PLOS Computational Biology, Public Library of Science, vol. 16(4), pages 1-25, April.
    4. Wimmer, Thomas & Geyer-Klingeberg, Jerome & Hütter, Marie & Schmid, Florian & Rathgeber, Andreas, 2021. "The impact of speculation on commodity prices: A Meta-Granger analysis," Journal of Commodity Markets, Elsevier, vol. 22(C).
    5. Christiaan A de Leeuw & Joris M Mooij & Tom Heskes & Danielle Posthuma, 2015. "MAGMA: Generalized Gene-Set Analysis of GWAS Data," PLOS Computational Biology, Public Library of Science, vol. 11(4), pages 1-19, April.

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