400: A Method for Combining Non-Independent, One-Sided Tests of Significance
Littell and Folks [.1971, 1973] show that Fisher's method of combining independenlt tests of significance is asymptotically optimal among essentially all methods of combining independent tests. By assuming a joint multivariate normal density for the variables, we approximate the distribultion of Fisher's statistic in order to combiine one-sided tests of location when all the variables are not jointly inidependent. The probability associated with this test is simpler to evaluate than that of the equivalent likelihood ratio test.