Annotated Bibliography of Some Papers on Combining Significances or p-values

Physics – Data Analysis – Statistics and Probability

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v2 has a added info on a few papers including Liptak (1958) and Lancaster (1961)

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A question that comes up repeatedly is how to combine the results of two experiments if all that is known is that one experiment had a n-sigma effect and another experiment had a m-sigma effect. This question is not well-posed: depending on what additional assumptions are made, the preferred answer is different. The note lists some of the more prominent papers on the topic, with some brief comments and excerpts.

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