Strategic two-sample test via the two-armed bandit process
通过双臂老虎机过程构造策略性两样本检验
Abstract This study aims to improve the power of two-sample tests by analysing whether the difference between two population parameters is larger than a prespecified positive equivalence margin. The classic test statistic treats the original data as exchangeable, while the proposed test statistic breaks the structure and proposes employing a two-armed bandit process to strategically integrate the data and thus a strategy-specific test statistic is constructed by combining…