Seconder of the vote of thanks to Waudby-Smith and Ramdas and contribution to the Discussion of ‘Estimating means of bounded random variables by betting’
对Waudby-Smith与Ramdas的致谢动议附议及《以投注估计有界随机变量均值》的讨论
The paper proposes an elegant new framework for deriving time-uniform confidence intervals for the mean of a sequence of random variables. The proposed technique is based on a game-theoretic view of statistical inference, rephrasing the problem of building confidence intervals as identifying a set of coin-betting games with a certain ‘plausibility’ property: if one can get ‘implausibly rich’ in a game by betting on the mean being lower (resp. higher) than a certain…