Abstract
Fisher’s combined probability test is the most commonly used method to test the overall significance of a set independent p-values. However, it is very obviously that Fisher’s statistic is more sensitive to smaller p-values than to larger p-value and a small p-value may overrule the other p-values and decide the test result. This is, in some cases, viewed as a flaw. In order to overcome this flaw and improve the power of the test, the joint tail probability of a set p-values is proposed as a new statistic to combine and make an overall test of the p-values. Through the development of a method and a practical application, this study reveals that the new method has plausible properties and more power.
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© 2008 Springer-Verlag Berlin Heidelberg
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Fang, Y., Wit, E. (2008). Test the Overall Significance of p-values by Using Joint Tail Probability of Ordered p-values as Test Statistic. In: Tang, C., Ling, C.X., Zhou, X., Cercone, N.J., Li, X. (eds) Advanced Data Mining and Applications. ADMA 2008. Lecture Notes in Computer Science(), vol 5139. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-88192-6_41
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DOI: https://doi.org/10.1007/978-3-540-88192-6_41
Publisher Name: Springer, Berlin, Heidelberg
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