Safe Testing: S-Values and Optional Continuation Peter Gr unwald - - PowerPoint PPT Presentation

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Sep 21, 2023 301 likes •369 views

Safe Testing: S-Values and Optional Continuation Peter Gr unwald Rianne de Heide Wouter M. Koolen Context testing composite hypotheses H 0 vs H 1 . Context testing composite hypotheses H 0 vs H 1 . Idea design S 0 that is Safe: sup

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Safe Testing: S-Values and Optional Continuation

Peter Gr¨ unwald Rianne de Heide Wouter M. Koolen

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Context testing composite hypotheses H0 vs H1.

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Context testing composite hypotheses H0 vs H1. Idea design S ≥ 0 that is “Safe”: supP∈H0 EP[S] ≤ 1. “Grow”: S ≫ 1 on H1

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Context testing composite hypotheses H0 vs H1. Idea design S ≥ 0 that is “Safe”: supP∈H0 EP[S] ≤ 1. “Grow”: S ≫ 1 on H1 Construction

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Context testing composite hypotheses H0 vs H1. Idea design S ≥ 0 that is “Safe”: supP∈H0 EP[S] ≤ 1. “Grow”: S ≫ 1 on H1 Construction Poster Martingales, Bayes Factors, Optional Stopping, . . .