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The two-trials rule in drug regulation requires statistically significant results from two pivotal trials to demonstrate efficacy. However, it is unclear how the effect estimates from both trials should be combined to quantify the drug…

Methodology · Statistics 2025-07-08 Samuel Pawel , Małgorzata Roos , Leonhard Held

Meta-analysis can be formulated as combining $p$-values across studies into a joint $p$-value function, from which point estimates and confidence intervals can be derived. We extend the meta-analytic estimation framework based on combined…

Methodology · Statistics 2025-10-21 David Kronthaler , Leonhard Held

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

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

Combining p-values to integrate multiple effects is of long-standing interest in social science and biomedical research. In this paper, we focus on revisiting a classical scenario closely related to meta-analysis, which combines a…

Methodology · Statistics 2022-04-15 Yusi Fang , Chung Chang , George Tseng

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

Increased availability of data and accessibility of computational tools in recent years have created unprecedented opportunities for scientific research driven by statistical analysis. Inherent limitations of statistics impose constrains on…

Genomics · Quantitative Biology 2016-09-13 Olga A. Vsevolozhskaya , Gabriel Ruiz , Dmitri V. Zaykin

Combining dependent tests of significance has broad applications but the $p$-value calculation is challenging. Current moment-matching methods (e.g., Brown's approximation) for Fisher's combination test tend to significantly inflate the…

Methodology · Statistics 2020-03-04 Hong Zhang , Zheyang Wu

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

This paper proposes general methods for the problem of multiple testing of a single hypothesis, with a standard goal of combining a number of p-values without making any assumptions about their dependence structure. An old result by…

Statistics Theory · Mathematics 2019-10-09 Vladimir Vovk , Ruodu Wang

The mid-p-value is a proposed improvement on the ordinary p-value for the case where the test statistic is partially or completely discrete. In this case, the ordinary p-value is conservative, meaning that its null distribution is larger…

Statistics Theory · Mathematics 2017-06-02 Patrick Rubin-Delanchy , Nicholas A. Heard , Daniel John Lawson

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

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

Statistical inference about the average effect in random-effects meta-analysis has been considered insufficient in the presence of substantial between-study heterogeneity. Predictive distributions are well-suited for quantifying…

Methodology · Statistics 2025-10-16 David Kronthaler , Leonhard Held

P values or risk ratios from multiple, independent studies, observational or randomized, can be computationally combined to provide an overall assessment of a research question in meta-analysis. There is a need to examine the reliability of…

Methodology · Statistics 2021-10-28 S. Stanley Young , Warren B. Kindzierski

Given a family of null hypotheses $H_{1},\ldots,H_{s}$, we are interested in the hypothesis $H_{s}^{\gamma}$ that at most $\gamma-1$ of these null hypotheses are false. Assuming that the corresponding $p$-values are independent, we are…

Applications · Statistics 2021-04-28 Anh-Tuan Hoang , Thorsten Dickhaus

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

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…

Statistics Theory · Mathematics 2010-12-01 Gelio Alves , Yi-Kuo Yu

Conformal prediction is a powerful framework for distribution-free uncertainty quantification. The standard approach to conformal prediction relies on comparing the ranks of prediction scores: under exchangeability, the rank of a future…

Machine Learning · Statistics 2025-05-07 Etienne Gauthier , Francis Bach , Michael I. Jordan

Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…

Methodology · Statistics 2024-11-22 Anav Sood
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