Abstract

In combining several tests of significance the individual test statistics are allowed to be dependent. By choosing the weighted inverse normal method for the combination, the dependency of the original test statistics is then characterized by a correlation of the transformed statistics. For this correlation a confidence region, an unbiased estimator and an unbiased estimate of its variance are derived. The combined test statistic is extended to include the case of possibly dependent original test statistics. A simulation study shows the performance of the actual significance level.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.