[gatopingado]

This is correct. There's been a lot of interest in e-values and non-parametric confidence sequences in recent literature. It's usually refered to as anytime-valid inference [1]. Evan Miller explored a similar idea in [2]. For some practical examples, see my Python library [3] implementing multinomial and time inhomogeneous Bernoulli / Poisson process tests based in [4]. See [5] for linear models / t-tests.

[1] https://arxiv.org/abs/2210.0194

[2] https://www.evanmiller.org/sequential-ab-testing.html

[3] https://github.com/assuncaolfi/savvi/

[4] https://openreview.net/forum?id=a4zg0jiuVi

[5] https://arxiv.org/abs/2210.08589

[ryan-duve]

Did you link the thing that you intended to for [1]? I can't find anything about "anytime-valid inference" there.

[gatopingado]

Thanks for noting! This is the right link for [1]: https://arxiv.org/abs/2210.01948