
This paper develops new e-processes and confidence sequences for sequential t-tests on the mean of a Gaussian distribution with unknown variance. The methods provide anytime-valid, nonasymptotic error control and optimal asymptotic performance.


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anytime-valid-sequential-t-tests-and-confidence-sequences-for-gaussian-means-with-unknown-variance


Anytime-Valid Sequential t-Tests and Confidence Sequences for Gaussian Means with Unknown Variance
