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Related papers: Combining p-values via averaging

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Combining p-values from independent statistical tests is a popular approach to meta-analysis, particularly when the data underlying the tests are either no longer available or are difficult to combine. A diverse range of p-value combination…

Methodology · Statistics 2017-12-15 Nicholas Heard , Patrick Rubin-Delanchy

The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily…

Statistics Theory · Mathematics 2025-03-21 Matteo Gasparin , Ruodu Wang , Aaditya Ramdas

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their natural competitor, e-values, which are closely related to betting, Bayes factors,…

Statistics Theory · Mathematics 2021-10-26 Vladimir Vovk , Ruodu Wang

Fisher's method prescribes a way to combine p-values from multiple experiments into a single p-value. However, the original method can only determine a combined p-value analytically if all constituent p-values are weighted equally. Here we…

Methodology · Statistics 2020-06-19 Arvind Thiagarajan

We review the methods to combine several measurements, in the form of parameter values or $p$-values.

Data Analysis, Statistics and Probability · Physics 2017-04-20 Louis Lyons , Emilien Chapon

Many multiple testing procedures make use of the p-values from the individual pairs of hypothesis tests, and are valid if the p-value statistics are independent and uniformly distributed under the null hypotheses. However, it has recently…

Methodology · Statistics 2011-08-25 Joshua D. Habiger , Edsel A. Pena

Combining dependent p-values poses a long-standing challenge in statistical inference, particularly when aggregating findings from multiple methods to enhance signal detection. Recently, p-value combination tests based on regularly…

Methodology · Statistics 2025-04-22 Lin Gui , Yuchao Jiang , Jingshu Wang

Methods of merging several p-values into a single p-value are important in their own right and widely used in multiple hypothesis testing. This paper is the first to systematically study the admissibility (in Wald's sense) of p-merging…

Statistics Theory · Mathematics 2021-03-30 Vladimir Vovk , Bin Wang , Ruodu Wang

We are concerned with testing replicability hypotheses for many endpoints simultaneously. This constitutes a multiple test problem with composite null hypotheses. Traditional $p$-values, which are computed under least favourable parameter…

Methodology · Statistics 2020-02-26 Anh-Tuan Hoang , Thorsten Dickhaus

We obtain several inequalities on the generalized means of dependent p-values. In particular, the weighted harmonic mean of p-values is strictly sub-uniform under several dependence assumptions of p-values, including independence, negative…

Statistics Theory · Mathematics 2025-04-17 Yuyu Chen , Ruodu Wang , Yuming Wang , Wenhao Zhu

Motivated by recent findings in Li and Zhang (2025), which established an equivalence between certain p-value-based multiple testing procedures and the e-Benjamini-Hochberg procedure (Wang and Ramdas, 2022), we introduce a general framework…

Methodology · Statistics 2025-08-22 Guanxun Li , Xianyang Zhang

Many testing problems are readily amenable to randomised tests such as those employing data splitting. However despite their usefulness in principle, randomised tests have obvious drawbacks. Firstly, two analyses of the same dataset may…

Methodology · Statistics 2024-09-05 F. Richard Guo , Rajen D. Shah

Motivation: Combining the results of different experiments to exhibit complex patterns or to improve statistical power is a typical aim of data integration. The starting point of the statistical analysis often comes as sets of p-values…

Methodology · Statistics 2021-12-02 Tristan Mary-Huard , Sarmistha Das , Indranil Mukhopadhyay , Stéphane Robin

We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…

Methodology · Statistics 2023-07-19 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

P-value functions are modern statistical tools that unify effect estimation and hypothesis testing and can provide alternative point and interval estimates compared to standard meta-analysis methods, using any of the many $p$-value…

Methodology · Statistics 2025-02-24 Leonhard Held , Felix Hofmann , Samuel Pawel

Adjustment of statistical significance levels for repeated analysis in group sequential trials has been understood for some time. Similarly, methods for adjustment accounting for testing multiple hypotheses are common. There is limited…

Methodology · Statistics 2023-11-28 Yujie Zhao , Qi Liu , Linda Z. Sun , Keaven M. Anderson

Empirical economic studies often involve multiple propositions or hypotheses, with researchers aiming to assess both the collective and individual evidence against these propositions or hypotheses. To rigorously assess this evidence,…

Econometrics · Economics 2024-08-26 Zeng-Hua Lu

Statistical significance of both the original and the replication study is a commonly used criterion to assess replication attempts, also known as the two-trials rule in drug development. However, replication studies are sometimes conducted…

Applications · Statistics 2024-05-31 Leonhard Held , Samuel Pawel , Charlotte Micheloud

We introduce the notion of p*-values (p*-variables), which generalizes p-values (p-variables) in several senses. The new notion has four natural interpretations: operational, probabilistic, Bayesian, and frequentist. A main example of a…

Statistics Theory · Mathematics 2022-02-24 Ruodu Wang

One class of statistical hypothesis testing procedures is the indisputable equivalence tests, whose main objective is to establish practical equivalence rather than the usual statistical significant difference. These hypothesis tests are…

Methodology · Statistics 2024-01-04 Daniel Ochieng
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