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Combining p-values using order-based methods

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  • Davidov, Ori

Abstract

Statistical practice often requires combining evidence from independent sources. A popular approach is to combine p-values. Motivated by the observation that p-values under the alternative are stochastically smaller than p-values under the null, we develop new combination rules that explicitly account for this ordering. The new combination rules are broadly applicable, optimal against some alternatives, and highly efficient against optimal procedures.

Suggested Citation

  • Davidov, Ori, 2011. "Combining p-values using order-based methods," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2433-2444, July.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:7:p:2433-2444
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    References listed on IDEAS

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    1. Hammou El Barmi & Hari Mukerjee, 2005. "Inferences Under a Stochastic Ordering Constraint: The k-Sample Case," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 252-261, March.
    2. Saner, Hilary, 1992. "Approximations to a conservative inverse chi-square procedure for combining p-values in integrative research," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 215-222, October.
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