On P-value Combination Procedures

Abstract

Combining p-values is a well-known issue in statistical inference. When faced with a study involving m p-values, determining how to effectively combine them to arrive at a comprehensive and reliable conclusion becomes a significant concern in various fields, including genetics, genomics, and economics, among others. The literature offers a range of combination strategies tailored to different research objectives and data characteristics. In this work, we aim to provide users with a systematic exploration of the p-value combination problem. We present theoretical results for combining p-values using a logarithmic transformation, which highlights the benefits of this approach. Additionally, we propose a combination strategy together with its statistical properties utilizing the gold section method, showcasing its performance through extensive computer simulations. To further illustrate its effectiveness, we apply this approach to a real-world scenario.