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JGWeissman comments on What is Bayesianism? - Less Wrong

81 Post author: Kaj_Sotala 26 February 2010 07:43AM

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Comment author: JGWeissman 28 February 2010 05:57:33AM 2 points [-]

Well, just looking at the first result, it gives a formula for combining n p-values that as near as I can tell, lacks the property that C(p1,p2,p3) = C(C(p1,p2),p3). I suspect this is a result of unspoken assumptions that the combined p-values were obtained in a similar fashion (which I violate by trying to combine a p-value combined from two experiments with another obtained from a third experiment), which would be information not contained in the p-value itself. I am not sure of this because I did not completely follow the derivation.

But is there a particular paper I should look at that gives a good answer?

Comment author: Cyan 28 February 2010 02:56:00PM *  0 points [-]

I haven't actually read any of that literature -- Cox's theorem suggests it would not be a wise investment of time. I was just Googling it for you.

Comment author: JGWeissman 28 February 2010 05:50:26PM 0 points [-]

Fair enough, though it probably isn't worth my time either.

Unless someone claims that they have a good general method for combining p-values, such that it does not matter where the p-values come from, or in what order they are combine, and can point me at one specific method that does all that.