  Conformal testing is a way of testing the IID assumption based on conformal
prediction. The topic of this note is computational evaluation of the
performance of conformal testing in a model situation in which IID binary
observations generated from a Bernoulli distribution are followed by IID binary
observations generated from another Bernoulli distribution, with the parameters
of the distributions and changepoint unknown. Existing conformal test
martingales can be used for this task and work well in simple cases, but their
efficiency can be improved greatly.
