English

Optimal Adjustment and Combination of Independent Discrete $p$-Values

Methodology 2025-08-05 v1 Statistics Theory Statistics Theory

Abstract

Combining p-values from multiple independent tests is a fundamental task in statistical inference, but presents unique challenges when the p-values are discrete. We extend a recent optimal transport-based framework for combining discrete p-values, which constructs a continuous surrogate distribution by minimizing the Wasserstein distance between the transformed discrete null and its continuous analogue. We provide a unified approach for several classical combination methods, including Fisher's, Pearson's, George's, Stouffer's, and Edgington's statistics. Our theoretical analysis and extensive simulations show that accurate Type I error control is achieved when the variance of the adjusted discrete statistic closely matches that of the continuous case. We further demonstrate that, when the likelihood ratio test is a monotonic function of a combination statistic, the proposed approximation achieves power comparable to the uniformly most powerful (UMP) test. The methodology is illustrated with a genetic association study of rare variants using case-control data, and is implemented in the R package DPComb.

Keywords

Cite

@article{arxiv.2508.02647,
  title  = {Optimal Adjustment and Combination of Independent Discrete $p$-Values},
  author = {Gonzalo Contador and Zheyang Wu},
  journal= {arXiv preprint arXiv:2508.02647},
  year   = {2025}
}