Exact anytime-valid confidence intervals for contingency tables and beyond

Statistics & Probability Letters, vol. 198, pp. 109835

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 corresponding

   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