  A standard practice in statistical hypothesis testing is to mention the
p-value alongside the accept/reject decision. We show the advantages of
mentioning an e-value instead. With p-values, it is not clear how to use an
extreme observation (e.g. p $\ll \alpha$) for getting better frequentist
decisions. With e-values it is straightforward, since they provide Type-I risk
control in a generalized Neyman-Pearson setting with the decision task (a
general loss function) determined post-hoc, after observation of the data --
thereby providing a handle on `roving $\alpha$'s'. When Type-II risks are taken
into consideration, the only admissible decision rules in the post-hoc setting
turn out to be e-value-based. Similarly, if the loss incurred when specifying a
faulty confidence interval is not fixed in advance, standard confidence
intervals and distributions may fail whereas e-confidence sets and e-posteriors
still provide valid risk guarantees. Sufficiently powerful e-values have by now
been developed for a range of classical testing problems. We discuss the main
challenges for wider development and deployment.
