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By the Lipschitz property of min {1 − ¯l, max{¯l, x}} in x, we have |HN(s, W1) − H (2)(s)| ≤ | e(s, hN(W1)) − e(s, h(W1, c))|

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Assumption-lean weak limits and tests for two-stage adaptive experiments

math.ST · 2025-05-15 · unverdicted · novelty 7.0

Establishes assumption-lean weak limits for WIPW estimators in two-stage adaptive experiments, characterizes phase transitions across signal regimes, and provides a simulation-based method for hypothesis testing under non-normal limits.

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  • Assumption-lean weak limits and tests for two-stage adaptive experiments math.ST · 2025-05-15 · unverdicted · none · ref 22

    Establishes assumption-lean weak limits for WIPW estimators in two-stage adaptive experiments, characterizes phase transitions across signal regimes, and provides a simulation-based method for hypothesis testing under non-normal limits.