Test of uniformity of p-values

[henrikbostrom]

ConformalPredictiveSystem.evaluate may return the result of a test of uniformity of p-values

[egonmedhatten]

This sounds like an excellent idea. I would propose the Kolmogorov–Smirnov test (https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test) as an initial implementation. It is simple, and non-parametric. Of course, an alternative would be a test martingale, but it might be computationally heavy in comparison.