# Efficiency of nonparametric e-tests

arXiv: https://arxiv.org/abs/2208.08925 · HTML: https://mlsanity.com/paper/2208.08925/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Aug 2022.

## Built on by (most cited first, 3 of 3)

- [Peeking with PEAK: Sequential, Nonparametric Composite Hypothesis Tests for Means of Multiple Data Streams](https://mlsanity.com/paper/2402.06122/) (2024)
- [Reward Maximization for Pure Exploration: Minimax Optimal Good Arm Identification for Nonparametric Multi-Armed Bandits](https://mlsanity.com/paper/2410.15564/) (2024)
- [Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance](https://mlsanity.com/paper/2310.03722/) (2023)

## Abstract (arXiv)

The notion of an e-value has been recently proposed as a possible alternative to critical regions and p-values in statistical hypothesis testing. In this paper we consider testing the nonparametric hypothesis of symmetry, introduce analogues for e-values of three popular nonparametric tests, define an analogue for e-values of Pitman's asymptotic relative efficiency, and apply it to the three nonparametric tests. We discuss limitations of our simple definition of asymptotic relative efficiency and list directions of further research.
