Yi-Fan Zhu

Finite-sample nonparametric mean tests: Leave-one-out duality and asymptotic optimality

We study finite-sample valid tests of the one-sided mean hypothesis $H_0:\mu\leq 1$ against $H_1:\mu>1$ for nonnegative random variables. To do so, we develop a leave-one-out dual certificate framework, where certain pointwise inequalities imply p-value validity under the conditional mean null $\mathbb{E}[X_i\mid\mathb...