Conceptio › Archive › arXiv (All)
arXiv (All) open access

Type-II Error Bounds for Test Supermartingales from Lower-Tail Hypotheses

Forré, Patrick
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
60g40information-theorymachine-learningprobabilitystatistics-theory
In safe hypothesis testing with test supermartingals, Ville's inequality provides anytime-valid type-I error guarantees for every significance level $α\in(0,1]$, if one rejects the null hypothesis whenever the wealth process first exceeds $\frac{1}α$. Due to an inherent asymmetry, the type-II error
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1064310
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive