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dccsillag | 9 months ago

No, it's generally not valid -- it will depend on the specifics of the test (especially if the test is valid only asymptotically). You need some method that supports sequential inference. Nowadays your best bet is probably some sort of anytime-valid method from the e-value literature https://en.wikipedia.org/wiki/E-values https://projecteuclid.org/journals/statistical-science/volum...

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