The Logit Statistic for Combining Probabilities - An Overview

Abstract : The problem of combining probabilities occurs principally in combining one-sided independent tests, and in testing the hypothesis of goodness-of-fit. The mechanics of using the logit statistic, which is the sum of the logits of the probabilities, in the above two and other applications is described. Several approaches to studying the classical combination statistics are discussed and the logit statistic is reviewed in their light. Some Monte Carlo experiments involving the logit statistic are summarized.