Wenkai Xu’s contribution to the Discussion of ‘Safe testing’ by Grünwald, De Heide and Koolen
Wenkai Xu 对《安全检验》的讨论
The authors propose the framework of e-value testing by investigating the grow-rate-optimal (GRO) constructions of e-variables, that incorporate a comprehensive range of testing scenarios for simple alternative, as well as their composite counterparts. The authors illustrate the versatility of e-value tests via three interpretations, drawing connections to (1) game-theoretical viewpoint, (2) conservative p-values, and (3) Bayes Factors; and devise the determination and…