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Given a positive random variable $X$, $X\ge0$ a.s., a null hypothesis $H_0:E(X)\le\mu$ and a random sample of infinite size of $X$, we construct test supermartingales for $H_0$, i.e.
Grünwald, P. Heide, R. de and Koolen, W. (2019), Safe Testing, arXiv:1906.07801 [math.ST]
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