400: A Method for Combining Non-Independent, One-Sided Tests of Significance

1975/12/01 by Morton B. Brown · 31 citations
Mathematics · #Advanced Statistical Methods and Models

paper · doi:10.2307/2529826

Abstract

Littell and Folks [.1971, 1973] show that Fisher's method of combining independenlt tests of significance is asymptotically optimal among essentially all methods of combining independent tests. By assuming a joint multivariate normal density for the variables, we approximate the distribultion of Fisher's statistic in order to combiine one-sided tests of location when all the variables are not jointly inidependent. The probability associated with this test is simpler to evaluate than that of the equivalent likelihood ratio test.

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