Manuscript Psy04-A@1 · Psy04-A-v1.tex · theorem · d5800e2a

Theorem: An explicit anytime-valid certificate

Finite-sample exclusion certificates › Optional stopping and multiple settings · lines 1364–1394 · proof included or linked

Psy04-A@1#thm:anytime

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Suppose the conditional null bounds hold indefinitely. For , define

Then

Thus stopping at the first such crossing is licensed. Repeatedly inspecting the fixed- radius is not licensed by Theorem thm:fixedtest.

Proof. At each , allocate

The fixed-sample conditional bound gives failure probability at most . Since , a union bound proves the result.

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