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A complete characterization of sequential testability and change detectability in i.i.d. models

arXiv stat.ML6d4 min read

arXiv:2609.05752v1 Announce Type: cross Abstract: We give a necessary and sufficient condition for the existence of power-one sequential tests in an i.i.d. composite testing problem. A level-\(\alpha\) test with power one against every alternative exists if and only if the alternatives are separated from the null by a countable family of finite-block events. We provide other equivalent conditions using randomized fixed-sample tests, bounded finite-block scores, e-processes, reduced-filtration test supermartingales, and a countable cover whose finite-block weak-$*$ closed convex hulls are posit

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