4 papers
E-values as statistical evidence: A comparison to Bayes factors, likelihoods, and p-values
Ben Chugg, Aaditya Ramdas, Peter Grünwald
A recurring debate in the philosophy of statistics concerns what, exactly, should count as a measure of evidence for or against a given hypothesis. P-values, likelihood ratios, and…
On admissibility in post-hoc hypothesis testing
Ben Chugg, Tyron Lardy, Aaditya Ramdas +1
The validity of classical hypothesis testing requires the significance level be fixed before any statistical analysis takes place. This is a stringent requirement. For instanc…
Rao-Blackwellized e-variables
Dante de Roos, Ben Chugg, Peter Grünwald +1
We show that for any concave utility, the expected utility of an e-variable can only increase after conditioning on a sufficient statistic. The simplest form of the result has an e…
Optimal E-Values for Exponential Families: the Simple Case
Peter Grünwald, Tyron Lardy, Yunda Hao +2
We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential f…