From the 1 of 15 linked papers with an AI index.
5 papers · 1 filter
Gaffke's confidence interval for the mean of bounded data is inadmissible but asymptotically efficient
Jiahao Ming, Aaditya Ramdas, Yi Shen +2
Given observations , Gaffke (2005) defined \[ K_n(\mathbf x)=\mathbb{P}_{\mathbf D}\!\left\{\sum_{i=1}^n x_iD_i\le 1\right\}, \qquad (D_0,D_1,\ldots,D_n)…
Improved thresholds for e-values
Christopher Blier-Wong, Ruodu Wang
The rejection threshold used for e-values and e-processes is by default set to for a guaranteed type-I error control at , based on Markov's and Ville's inequalities. Thi…
Hypothesis testing with e-values
Aaditya Ramdas, Ruodu Wang
This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing. It is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced T…
Combining exchangeable p-values
Matteo Gasparin, Ruodu Wang, Aaditya Ramdas
The problem of combining p-values is an old and fundamental one, and the classic assumption of independence is often violated or unverifiable in many applications. There are many w…
The only admissible way of merging arbitrary e-values
Ruodu Wang
We prove that the only admissible way of merging arbitrary e-values is to use a weighted arithmetic average. This result completes the picture of merging methods for e-values, and…