Showing 2024 · math.STShow all
2 papers · 2 filters
math.ST2024
Optimal e-value testing for properly constrained hypotheses
Eugenio Clerico
Hypothesis testing via e-variables can be framed as a sequential betting game, where a player each round picks an e-variable. A good player's strategy results in an effective stati…
math.ST2024
On the optimality of coin-betting for mean estimation
Eugenio Clerico
We consider the problem of testing the mean of a bounded real random variable. We introduce a notion of optimal classes for e-variables and e-processes, and establish the optimalit…