Annotated Bibliography of Some Papers on Combining Significances or p-values
arXiv:0705.2209
Abstract
A question that comes up repeatedly is how to combine the results of two experiments if all that is known is that one experiment had a n-sigma effect and another experiment had a m-sigma effect. This question is not well-posed: depending on what additional assumptions are made, the preferred answer is different. The note lists some of the more prominent papers on the topic, with some brief comments and excerpts.
v2 has a added info on a few papers including Liptak (1958) and Lancaster (1961)