E-variables are tools for retaining type-I error guarantee with optional stopping. We extend E-variables for sequential two-sample tests to general null hypotheses and anytime-valid confidence sequences. We provide implementations for estimating risk difference, relative risk and odds-ratios in contingency tables.

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doi.org/10.1016/j.spl.2023.109835
Statistics and Probability Letters
Enabling Personalized Interventions
Centrum Wiskunde & Informatica, Amsterdam (CWI), The Netherlands

Turner, R., & Grünwald, P. (2023). Exact anytime-valid confidence intervals for contingency tables and beyond. Statistics and Probability Letters, 198. doi:10.1016/j.spl.2023.109835