Combining Independent Tests of Significance*
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TL;DR
It is shown that no single method of combining independent tests of significance is optimal in general, and hence that the kinds of tests to be combined should be considered in selecting a method of combination.
Abstract
Abstract It is shown that no single method of combining independent tests of significance is optimal in general, and hence that the kinds of tests to be combined should be considered in selecting a method of combination. A number of proposed methods of combination are applied to a particular common testing problem. It is shown that for such problems Fisher's method and a method proposed by Tippett have an optimal property.