论文标题
有关电子价值分裂的数据注释:我对Glenn Shafer的“通过投注测试”的评论的在线附录
A note on data splitting with e-values: online appendix to my comment on Glenn Shafer's "Testing by betting"
论文作者
论文摘要
本说明重新分析了Cox使用电子价值(Shafer的投注得分)进行数据拆分的理想示例。考克斯令人兴奋的发现是,数据拆分的方法,同时允许灵活的数据分析,达到了大约80%的效率。对该方法的最严重反对是,它涉及随机分组数据,因此分析相同数据的不同人可能会得到非常不同的答案。使用电子价值而不是p值补救措施。
This note reanalyzes Cox's idealized example of testing with data splitting using e-values (Shafer's betting scores). Cox's exciting finding was that the method of data splitting, while allowing flexible data analysis, achieves quite high efficiencies, of about 80%. The most serious objection to the method was that it involves splitting data at random, and so different people analyzing the same data may get very different answers. Using e-values instead of p-values remedies this disadvantage.