2 papers
stat.ME2025
Testing maximum entropy models with e-values
Francesca Giuffrida, Diego Garlaschelli, Peter Grünwald
E-values have recently emerged as a robust and flexible alternative to p-values for hypothesis testing, especially under optional continuation, i.e., when additional data from furt…
math.ST2025
Supermartingales for One-Sided Tests: Sufficient Monotone Likelihood Ratios are Sufficient
Peter D. Grünwald, Wouter M. Koolen
The t-statistic is a widely-used scale-invariant statistic for testing the null hypothesis that the mean is zero. Martingale methods enable sequential testing with the t-statistic…