Combining independent tests of significance to form a join statistic has been used as an alternative approach to tackling complex multivariate location problems [22]. This approach is quite popular in practice because it is much easier to develop a univariate association test statistic than a multivariate association test statistic. Birnbaum [23] discussed various combination functions among which the Fisher combination function has been proven to be asymptotically Bahadur optimal [24, 25]. Thus, we focus on the Fisher combination function in this study.