The only admissible way of merging arbitrary e-values
成果类型：
Article
署名作者：
Wang, Ruodu
署名单位：
University of Waterloo
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asaf020
发表日期：
2025
关键词：
摘要：
In this paper it is proved that the only admissible way of merging arbitrary $ e $-values is to use a weighted arithmetic average. This result completes the picture of merging methods for arbitrary $ e $-values and generalizes the result of that the only admissible way of symmetrically merging $ e $-values is to use the arithmetic average combined with a constant. Although the proved statement is naturally anticipated, its proof relies on a sophisticated application of optimal transport duality and a minimax theorem.