scikit_posthocs.global_f_test

scikit_posthocs.global_f_test(p_vals: Union[List, numpy.ndarray], stat: bool = False) → Union[float, Tuple[float, float]]

Fisher’s combination test for global null hypothesis.

Computes the combined p value using chi-squared distribution and T statistic: -2 * sum(log(x)) 1.

Parameters

• p_vals (Union[List, ndarray]) – An array or a list of p values.

• stat (bool) – Defines if statistic should be returned.

Returns

• p_value (float) – Global p value.

• t_stat (float) – Statistic.

References

1

Fisher RA. Statistical methods for research workers, London: Oliver and Boyd, 1932.

Examples

>>> x = [0.04, 0.03, 0.98, 0.01, 0.43, 0.99, 1.0, 0.002]
>>> sp.global_f_test(x)