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Hypothesis testing with e-values

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arxiv 2410.23614 v6 pith:OIUVU4ZK submitted 2024-10-31 math.ST stat.MEstat.TH

classification math.STstat.MEstat.TH
keywords e-valueschaptersconceptsparttestingadvancedbookcontains
verification ladder T0 review T1 audit T2 compute T3 formal
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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 Topics. The first part includes four chapters that introduce the basic concepts. The second part includes five chapters of core ideas such as universal inference, log-optimality, e-processes, operations on e-values, and e-values in multiple testing. The third part contains seven chapters of advanced topics. The book collates important results from a variety of modern papers on e-values and related concepts, and also contains many results not published elsewhere. It offers a coherent and comprehensive picture on a fast-growing research area, and is ready to use as the basis of a graduate course in statistics and related fields.

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Cited by 5 Pith papers

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