Research

Paper

TESTING March 17, 2026

Equivalence testing with data-dependent and post-hoc equivalence margins

Authors

Stan Koobs, Nick W. Koning

Abstract

Equivalence testing compares the hypothesis that an effect $μ$ is large against the alternative that it is negligible. Here, `large' is classically expressed as being larger than some `equivalence margin' $Δ$. A longstanding problem is that this margin must be specified but can rarely be objectively justified in practice. We lay the foundation for an alternative paradigm, arguing to instead report a data-dependent margin $\widehatΔ_α$ that bounds the true effect $μ$ with probability $1 - α$. Our key argument is that $\widehatΔ_α$ is more useful than a test outcome at a fixed margin $Δ$, as measured by the guarantees it offers to decision makers. We generalize this to a curve of margins $α\mapsto \widehatΔ_α$, uniformly valid under the post-hoc selection of the margin. These ideas rely on e-values, which we derive for models that are strictly totally positive of order 3, nesting the classical z-test and t-test settings.

Metadata

arXiv ID: 2603.16213
Provider: ARXIV
Primary Category: math.ST
Published: 2026-03-17
Fetched: 2026-03-18 06:02

Related papers

Raw Data (Debug)
{
  "raw_xml": "<entry>\n    <id>http://arxiv.org/abs/2603.16213v1</id>\n    <title>Equivalence testing with data-dependent and post-hoc equivalence margins</title>\n    <updated>2026-03-17T07:44:04Z</updated>\n    <link href='https://arxiv.org/abs/2603.16213v1' rel='alternate' type='text/html'/>\n    <link href='https://arxiv.org/pdf/2603.16213v1' rel='related' title='pdf' type='application/pdf'/>\n    <summary>Equivalence testing compares the hypothesis that an effect $μ$ is large against the alternative that it is negligible. Here, `large' is classically expressed as being larger than some `equivalence margin' $Δ$. A longstanding problem is that this margin must be specified but can rarely be objectively justified in practice. We lay the foundation for an alternative paradigm, arguing to instead report a data-dependent margin $\\widehatΔ_α$ that bounds the true effect $μ$ with probability $1 - α$. Our key argument is that $\\widehatΔ_α$ is more useful than a test outcome at a fixed margin $Δ$, as measured by the guarantees it offers to decision makers. We generalize this to a curve of margins $α\\mapsto \\widehatΔ_α$, uniformly valid under the post-hoc selection of the margin. These ideas rely on e-values, which we derive for models that are strictly totally positive of order 3, nesting the classical z-test and t-test settings.</summary>\n    <category scheme='http://arxiv.org/schemas/atom' term='math.ST'/>\n    <category scheme='http://arxiv.org/schemas/atom' term='stat.ME'/>\n    <published>2026-03-17T07:44:04Z</published>\n    <arxiv:primary_category term='math.ST'/>\n    <author>\n      <name>Stan Koobs</name>\n    </author>\n    <author>\n      <name>Nick W. Koning</name>\n    </author>\n  </entry>"
}