论文标题

非参数E检验的效率

Efficiency of nonparametric e-tests

论文作者

Vovk, Vladimir, Wang, Ruodu

论文摘要

最近已经提出了电子价值的概念作为统计假设检验中关键区域和p值的可能替代方法。在本文中,我们考虑测试对称性的非参数假设,为三种流行的非参数测试的电子价值引入类似物,定义了Pitman的渐近相对效率的电子价值的类似物,并将其应用于三个非参数测试。我们讨论了我们对渐近相对效率的简单定义的局限性,并列出了进一步研究的方向。

The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce analogues for e-values of three popular nonparametric tests, define an analogue for e-values of Pitman's asymptotic relative efficiency, and apply it to the three nonparametric tests. We discuss limitations of our simple definition of asymptotic relative efficiency and list directions of further research.

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