The Type-II Error of Test Supermartingales: e-Power versus the Chernoff-Stein Exponent
arXiv:2609.27765v1 Announce Type: cross Abstract: In safe hypothesis testing with test supermartingales, Ville's inequality provides anytime-valid type-I error guarantees for every significance level $\alpha\in(0,1]$, if one rejects the null hypothesis whenever the wealth process first exceeds $1/\…
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- 2026-09-24 04:00 · arXiv stat.ML
Type-II Error Bounds for Test Supermartingales from Lower-Tail Hypotheses - 2026-09-24 04:00 · arXiv stat.ML
The Type-II Error of Test Supermartingales: e-Power versus the Chernoff-Stein Exponent