Estimating means of bounded random variables by betting
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Publication:6569468
DOI10.1093/jrsssb/qkad009MaRDI QIDQ6569468
Ian Waudby-Smith, Aaditya Ramdas
Publication date: 9 July 2024
Published in: Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)
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On the existence of powerful p-values and e-values for composite hypotheses ⋮ Hoeffding and Bernstein inequalities for weighted sums of exchangeable random variables ⋮ Locally simultaneous inference ⋮ E-statistics, group invariance and anytime-valid testing ⋮ Game-theoretic statistical inference: optional sampling, universal inference, and multiple testing based on e-values. Abstracts from the workshop held May 5--10, 2024
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