Ingka: Hands-On Tutorial on e-Values, Safe Tests and Anytime-Valid Confidence Intervals for Efficient Statistical Inference


E-values, and anytime-valid confidence sequences – Peter Gr├╝nwald (CWI Amsterdam & Leiden University)

A general overview is provided on e-values and anytime-valid confidence sequences. .

Hands-on code

Work through the following R Markdown documents:
0. Installing the safestats package
I. Testing: P-values and e-variables
II. Interval estimation: Classical confidence intervals and anytime-valid confidence sequences
III. Design of experiments: Behaviour of e-variables under alternatives

Additional notes and software

– safestats github repository
– In case remote installation doesn’t work: Package tar.gz The download button can be found on top left.