  This note discusses a simple modification of cross-conformal prediction
inspired by recent work on e-values. The precursor of conformal prediction
developed in the 1990s by Gammerman, Vapnik, and Vovk was also based on
e-values and is called conformal e-prediction in this note. Replacing e-values
by p-values led to conformal prediction, which has important advantages over
conformal e-prediction without obvious disadvantages. The situation with
cross-conformal prediction is, however, different: whereas for cross-conformal
prediction validity is only an empirical fact (and can be broken with excessive
randomization), this note draws the reader's attention to the obvious fact that
cross-conformal e-prediction enjoys a guaranteed property of validity.
