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Post-Hoc Large-Sample Statistical Inference

Statistics Theory 2026-03-10 v1 Methodology Statistics Theory

Abstract

We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical tools require that the significance level -- the "type-I error" -- is selected prior to seeing or analyzing any data. This restriction leads to some drawbacks. For instance, if an analyst generates an inconclusive confidence interval, repeating the process with a larger significance level is not an option -- the result is final. Recently, e-values have emerged as the solution to this problem, being both necessary and sufficient tools for performing various forms of post-hoc inference. All such results, however, have thus far been nonasymptotic. As a result, they inherit familiar limitations of nonasymptotic inferential procedures such as requiring strong moment assumptions and being conservative in general. This paper develops a theory of post-hoc inference in the asymptotic setting, yielding asymptotic post-hoc confidence sets and asymptotic post-hoc p-values that make weaker assumptions and are sharper than their nonasymptotic counterparts.

Keywords

Cite

@article{arxiv.2603.08002,
  title  = {Post-Hoc Large-Sample Statistical Inference},
  author = {Ben Chugg and Etienne Gauthier and Michael I. Jordan and Aaditya Ramdas and Ian Waudby-Smith},
  journal= {arXiv preprint arXiv:2603.08002},
  year   = {2026}
}

Comments

61 pages, 7 figures