Stands for “Growth rate optimality in worst case.”
Similar to REGROW e-variable in that it seeks to extend GRO e-variable to composite alternatives, but we do not compare to the GRO process. Instead, we simply look for the process maximizing
Both REGROW and GROW should be considered as methods to extend the GRO condition to composite alternatives.
GROW can be found by minimizing KL divergence between the convex hull of null and alternative distributions. The likelihood ratio that achieves this minimum is an e-value.