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
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