Annotated Bibliography of Some Papers on Combining Significances or p-values

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)

References in corpus (1)

• On the Combining Significances

Cited by in corpus (9)

• An adaptively weighted statistic for detecting differential gene expression when combining multiple transcriptomic studies
• Implementation and first results of the KM3NeT real-time core-collapse supernova neutrino search
• Combining p-values via averaging
• Combining parameter values or $p$-values
• Multivariate Goodness of Fit Procedures for Unbinned Data: An Annotated Bibliography
• The harmonic mean ${\chi }^2$ test to substantiate scientific findings
• ANCOVA: A heteroscedastic global test when there is curvature and two covariates
• Superconsistency of Tests in High Dimensions
• On combining significances. Some trivial examples