Combining exchangeable <i>P</i>-values.

ABSTRACT: The problem of combining P-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many well-known rules that can combine a set of arbitrarily dependent P-values (for the same hypothesis) into a single P-value. We show that essentially all these existing rules can be strictly improved when the P-values are exchangeable, or when external randomization is allowed (or both). For example, we derive randomized and/or exchangeable improvements of well-known rules like "twice the median" and "twice the average," as well as geometric and harmonic means. Exchangeable P-values are often produced one at a time (for example, under repeated tests involving data splitting), and o

SUBMITTER: Gasparin M 

PROVIDER: S-EPMC11929381 | biostudies-literature | 2025 Mar

REPOSITORIES: biostudies-literature