A Simple Test Procedure When Data are Given by n Indepenent Blocks

In this article we consider a test procedure which is useful in the situations where data are given by n independent blocks and the experimental conditions differ between blocks. The basic idea is very simple. The significance of the sample for each block is calculated and then standardized by its null mean and variance. The sum of standardized significances is proposed as a test statistic. The normal approximation for large n and the exact method for small n are applied in the continuous case. For the discrete case, some devices are also proposed. Several examples are given in order to explain how to apply the procedure.