A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities

This paper presents a simple approximation for the distribution of the weighted Fisher's statistic X=-2logP1w1P2w2⋯Pkwk, which is suitable for use when P1,P2,…,Pk are non-independent or independent tail-area probabilities arising from k continuous distributions, and w1,w2,…,wk are constants.