Test martingales, Bayes factors and \(p\)-values

DOI10.1214/10-STS347zbMath1219.62050arXiv0912.4269OpenAlexW3099596344WikidataQ57349576 ScholiaQ57349576MaRDI QIDQ635415

Alexander Shen, Nikolai K. Vereshchagin, Glenn R. Shafer, Vladimir Vovk

Publication date: 19 August 2011

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.4269

zbMATH Keywords

evidencemartingaleshypothesis testingBayes factors\(p\)-values

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Martingales with continuous parameter (60G44)

Related Items

E-values: calibration, combination and applications, Universal inference, Game-theoretic statistics and safe anytime-valid inference, Sequentially valid tests for forecast calibration, Merging sequential e-values via martingales, Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations, Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values, Sequential testing for elicitable functionals via supermartingales, Interactive martingale tests for the global null, Buy low, sell high, Unnamed Item, Bayesian Logistic Betting Strategy Against Probability Forecasting, Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping, Algorithmic tests and randomness with respect to a class of measures, Time-uniform, nonparametric, nonasymptotic confidence sequences, Log-optimal anytime-valid E-values, Testing exchangeability: fork-convexity, supermartingales and e-processes

Uses Software

• R

Cites Work

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