Combining independent, arbitrarily weighted P-values: a new solution to an old problem using a novel expansion with controllable accuracy
Statistics Theory
2010-12-01 v1 Quantitative Methods
Statistics Theory
Abstract
Good's formula and Fisher's method are frequently used for combining independent P-values. Interestingly, the equivalent of Good's formula already emerged in 1910 and mathematical expressions relevant to even more general situations have been repeatedly derived, albeit in different context. We provide here a novel derivation and show how the analytic formula obtained reduces to the two aforementioned ones as special cases. The main novelty of this paper, however, is the explicit treatment of nearly degenerate weights, which are known to cause numerical instabilities. We derive a controlled expansion, in powers of differences in inverse weights, that provides both accurate statistics and stable numerics.
Cite
@article{arxiv.1011.6627,
title = {Combining independent, arbitrarily weighted P-values: a new solution to an old problem using a novel expansion with controllable accuracy},
author = {Gelio Alves and Yi-Kuo Yu},
journal= {arXiv preprint arXiv:1011.6627},
year = {2010}
}
Comments
16 pages, no figure