Combining e-values and p-values

12/12/2019
by   Vladimir Vovk, et al.
0

Multiple testing of a single hypothesis and testing multiple hypotheses are usually done in terms of p-values. In this paper we replace p-values with their Bayesian counterpart, e-values, which are, essentially, Bayes factors stripped of their Bayesian context. We demonstrate that e-values are often mathematically more tractable and develop procedures using e-values for multiple testing of a single hypothesis and testing multiple hypotheses.

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