Log-optimal anytime-valid E-values

نویسندگان

چکیده

We consider the problem of measuring statistical evidence against a composite null hypothesis. base our approach on concept an E-value, which measures by multiplication factor achieved engaging in bets that are fair under null. adopt log-optimality criterion for choosing among all possible E-values, was considered earlier fixed sample size. extend these ideas to sequential testing optional stopping, revisiting anytime-valid E-values. Our main contribution is formulation criterion. study its properties, and work out examples analytically computationally.

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ژورنال

عنوان ژورنال: International Journal of Approximate Reasoning

سال: 2021

ISSN: ['1873-4731', '0888-613X']

DOI: https://doi.org/10.1016/j.ijar.2021.09.010