Exact Anytime-valid Confidence Intervals for Contingency Tables and Beyond

arXiv (Cornell University)

Abstract

E-variables are tools for retaining type-I error guarantee with optional stopping. We extend E-variables for sequential two-sample tests to general null hypotheses and anytime-valid confidence sequences. We provide implementations for estimating risk difference, relative risk and odds-ratios in contingency tables.

Authors 2

1. Rosanne Turner

   University Medical Center Utrecht · Centrum Wiskunde & Informatica · NWO-I

   Affiliation as printed

   CWI , Amsterdam , part of NWO-I , Netherlands

   University Medical Center Utrecht , Brain Center , Netherlands

2. Peter Grünwald Aachen Department of Mathematics, Netherlands

   Leiden University · Centrum Wiskunde & Informatica · NWO-I

   Affiliation as printed

   CWI , Amsterdam , part of NWO-I , Netherlands

   Leiden University , Department of Mathematics , Netherlands