Extension To Dependent Test Statistics
In cases where the tests are not independent, the null distribution of X2 is more complicated. A common strategy is to approximate the null distribution with a scaled χ2-distribution random variable. Different approaches may be used depending on whether or not the covariance between the different p-values is known.
Brown's method is designed to combine dependent p-values with known covariance while Kost's method is designed to combine dependent p-values with unknown covariance.
Read more about this topic: Fisher's Method
Famous quotes containing the words extension, dependent, test and/or statistics:
“We are now a nation of people in daily contact with strangers. Thanks to mass transportation, school administrators and teachers often live many miles from the neighborhood schoolhouse. They are no longer in daily informal contact with parents, ministers, and other institution leaders . . . [and are] no longer a natural extension of parental authority.”
—James P. Comer (20th century)
“There are many of us who cannot but feel dismal about the future of various cultures. Often it is hard not to agree that we are becoming culinary nitwits, dependent upon fast foods and mass kitchens and megavitamins for our basically rotten nourishment.”
—M.F.K. Fisher (1908–1992)
“The test of a man’s or woman’s breeding is how they behave in a quarrel. Anybody can behave well when things are going smoothly.”
—George Bernard Shaw (1856–1950)
“and Olaf, too
preponderatingly because
unless statistics lie he was
more brave than me: more blond than you.”
—E.E. (Edward Estlin)