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Exact anytime-valid confidence intervals for contingency tables and beyond

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  • Turner, Rosanne J.
  • Grünwald, Peter D.

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.

Suggested Citation

  • Turner, Rosanne J. & Grünwald, Peter D., 2023. "Exact anytime-valid confidence intervals for contingency tables and beyond," Statistics & Probability Letters, Elsevier, vol. 198(C).
  • Handle: RePEc:eee:stapro:v:198:y:2023:i:c:s0167715223000597
    DOI: 10.1016/j.spl.2023.109835
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    References listed on IDEAS

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    1. Glenn Shafer, 2021. "Testing by betting: A strategy for statistical and scientific communication," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(2), pages 407-431, April.
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    Cited by:

    1. Abhinandan Dalal & Patrick Blobaum & Shiva Kasiviswanathan & Aaditya Ramdas, 2024. "Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters," Papers 2408.09598, arXiv.org, revised Sep 2024.

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