Comment on Glenn Shafer's "Testing by betting"

Abstract

This note is my comment on Glenn Shafer's discussion paper "Testing by betting", together with two online appendices comparing p-values and betting scores.

7 pages, 1 figure

References in corpus (7)

• E-values: Calibration, combination, and applications
• Test Martingales, Bayes Factors and $p$-Values
• Testing randomness
• Accumulation Bias in Meta-Analysis: The Need to Consider Time in Error Control
• Combining p-values via averaging
• Safe Testing
• A note on data splitting with e-values: online appendix to my comment on Glenn Shafer's "Testing by betting"