Mutual information is a well-known tool to measure the mutual dependence between variables. In this article, Bayesian nonparametric estimator of established by means Dirichlet process and k-nearest neighbour distance. As result, an easy-to-implement test independence introduced through relative belief ratio. Several theoretical properties approach are presented. The procedure illustrated variou...

We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for mean univariate distribution. By utilizing geometric interpretation GLR statistic, we derive simple analytic upper bound on probability that it exceeds any prespecified boundary; these are intractable to approximate via simulations due infinite h...