Using Weighted P-Values in Fisher's Method

Published 17 Jun 2020 in stat.ME, cs.LG, math.ST, stat.CO, and stat.TH | (2006.10126v1)

Abstract: 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 present, with proof, a method to combine p-values with arbitrary weights.

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Arvind Thiagarajan

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