# Testing exchangeability in the batch mode with e-values and Markov alternatives

arXiv: https://arxiv.org/abs/2305.05284 · HTML: https://mlsanity.com/paper/2305.05284/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 9 May 2023.

## Built on by (most cited first, 1 of 1)

- [Randomness, exchangeability, and conformal prediction](https://mlsanity.com/paper/2501.11689/) (2025)

## Abstract (arXiv)

The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a Kolmogorov-type compression model, and the Bayes mixture of the Markov model w.r. to the uniform prior is taken as simple alternative hypothesis. Using e-values instead of p-values leads to a computationally efficient testing procedure. In the appendixes I explain connections with the algorithmic theory of randomness and with the traditional theory of testing statistical hypotheses. In the standard statistical terminology, this paper proposes a new permutation test. This test can also be interpreted as a poor man's version of Kolmogorov's deficiency of randomness.