English

A simple geometric proof for the characterisation of e-merging functions

Statistics Theory 2026-03-24 v3 Statistics Theory

Abstract

E-values offer a powerful framework for aggregating evidence across different (possibly dependent) statistical experiments. A fundamental question is to identify e-merging functions, namely mappings that merge several e-values into a single valid e-value. A simple and elegant characterisation of this function class was recently obtained by Wang(2025), though via technically involved arguments. This note gives a short and intuitive geometric proof of the same characterisation, based on a supporting hyperplane argument applied to concave envelopes. We also show that the result holds even without imposing monotonicity in the definition of e-merging functions, which was needed for the existing proof. This shows that any non-monotone merging rule is automatically dominated by a monotone one, and hence extending the definition beyond the monotone case brings no additional generality.

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Cite

@article{arxiv.2512.09708,
  title  = {A simple geometric proof for the characterisation of e-merging functions},
  author = {Eugenio Clerico},
  journal= {arXiv preprint arXiv:2512.09708},
  year   = {2026}
}

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4 pages

R2 v1 2026-07-01T08:18:56.489Z