Cauchy Combination Test: A Powerful Test With Analytic p -Value Calculation Under Arbitrary Dependency Structures
柯西组合检验:任意依赖结构下的解析 p 值计算
–Combining individual p-values to aggregate multiple small effects has a long-standing interest in statistics, dating back to the classic Fisher’s combination test. In modern large-scale data analysis, correlation and sparsity are common features and efficient computation is a necessary requirement for dealing with massive data. To overcome these challenges, we propose a new test that takes advantage of the Cauchy distribution. Our test statistic has a simple form and is…