We study the problem of merging sequential or independent e-values into one e-value for statistical decision making. We describe a class of e-value merging functions via martingales, and show that all merging methods for sequential e-values are dominated by such a class. In case of merging independent e-values, the situation becomes much more sophisticated, and we provide a general class of such merging functions based on reordered test martingales.

翻译：我们研究将连续或独立的电子价值合并成一个电子价值以用于统计决策的问题。 我们描述了通过马丁加莱斯(martingales)实现电子价值合并功能的类别,并表明所有序列电子价值合并方法都以这一类别为主。 在将独立电子价值合并的情况下,情况变得更加复杂,我们提供了基于重新排序测试马丁加林(martingales)的这种合并功能的一般类别。