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:
“Tis the perception of the beautiful,
A fine extension of the faculties,
Platonic, universal, wonderful,
Drawn from the stars, and filtered through the skies,
Without which life would be extremely dull.”
—George Gordon Noel Byron (17881824)
“It is possible to make friends with our childrenbut probably not while they are children.... Friendship is a relationship of mutual dependence-interdependence. A family is a relationship in which some of the participants are dependent on others. It is the job of parents to provide for their children. It is not appropriate for adults to enter into parenthood recognizing they have made a decision to accept dependents and then try to pretend that their children are not dependent on them.”
—Donald C. Medeiros (20th century)
“Tried by a New England eye, or the more practical wisdom of modern times, they are the oracles of a race already in its dotage; but held up to the sky, which is the only impartial and incorruptible ordeal, they are of a piece with its depth and serenity, and I am assured that they will have a place and significance as long as there is a sky to test them by.”
—Henry David Thoreau (18171862)
“He uses statistics as a drunken man uses lamp-postsfor support rather than illumination.”
—Andrew Lang (18441912)