arXiv:2410.23614math.ST
Hypothesis testing with e-values
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Abstract
This book is written to offer a humble, but unified, treatment of e-values in hypothesis testing. It is organized into three parts: Fundamental Concepts, Core Ideas, and Advanced Topics. The first part includes four chapters that introduce the basic concepts. The second part includes five chapters of core ideas such as universal inference, log-optimality, e-processes, operations on e-values, and e-values in multiple testing. The third part contains seven chapters of advanced topics. The book collates important results from a variety of modern papers on e-values and related concepts, and also contains many results not published elsewhere. It offers a coherent and comprehensive picture on a fast-growing research area, and is ready to use as the basis of a graduate course in statistics and related fields.
If thresholding of P-values is the issue, E-values -- a recent, much more elegant, easier to work with, and more robust alternative to P-values -- solve this. https://arxiv.org/abs/2312.08040 https://arxiv.org/abs/2205.00901 https://arxiv.org/abs/2210.01948…
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