The weighted compounding of probabilities from three independent hypothesis tests

Abstract

Tail probabilities from three independent hypothesis tests can be combined to form a test statistic of the form P₁,P₂ ^θ2,P₃ ^θ3.The null distribution of the combined test statistic is presented and critical values for α=0.01 and 0.05 are provided.The power of this test is discussed for the special case ofthree independent F-tests.

Keywords:

• tail probabilities
• weighted compounding of probabilities
• combining independent hypothesis tests
• power of combined tests