Work

Efficiency of nonparametric e-tests

Year: 2022

Type: preprint

Abstract: The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce analogues for e-values of three popular nonparametric tests, define an analogue for e-values of Pitman's asymptotic relative efficiency, and apply it to the three nonparametric tests. We discuss limitations of our simple definition of asymptotic relative efficiency and list directions of further research.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2208.08925

Authors: Vovk, Vladimir, Wang, Ruodu

Institutions: University of London, Royal Holloway University of London, University of Waterloo

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Natural Sciences and Engineering Research Council of Canada

Awards: G2614460161, G814497173

OpenAlex ID: W4292433680

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