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sequential hypothesis testing

Last modified Sep 02, 20241 min read

We observe data $X_{1}, X_{2}, \dots$ drawn from some distribution $R$ , and want to determine

An approach to sequential hypothesis testing is game-theoretic hypothesis testing.

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Ville's inequality
coarsened filtrations can increase power
e-value
growth rate conditions in sequential testing
test-martingale
testing exchangeability
universal inference

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