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 know then the existence and nature of the finite, because we also are finite and have extension. We know the existence of the infinite and are ignorant of its nature, because it has extension like us, but not limits like us. But we know neither the existence nor the nature of God, because he has neither extension nor limits.”
—Blaise Pascal (1623–1662)
“Now wait a minute. You listen to me. I’m an advertising man, not a red herring. I’ve got a job, a secretary, a mother, two ex- wives, and several bartenders dependent on me. And I don’t intend to disappoint them all by getting myself slightly killed.”
—Ernest Lehman (b.1920)
“To answer a question so as to admit of no reply, is the test of a man.”
—Ralph Waldo Emerson (1803–1882)
“Maybe a nation that consumes as much booze and dope as we do and has our kind of divorce statistics should pipe down about “character issues.” Either that or just go ahead and determine the presidency with three-legged races and pie-eating contests. It would make better TV.”
—P.J. (Patrick Jake)