Tag Archives: peeking

Error Spending in Sequential Testing Explained

Sequential Hypothesis Testing with Efficacy and Futility Bound

Sequential analysis of experimental data from A/B tests has been quite prominent in recent years due to the myriad of Bayesian solutions offered by big industry players. However, this type of sequential analysis is not sequential testing proper as these solutions have generally abandoned the idea of testing and therefore error control, substituting it for […] Read More…

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Frequentist vs Bayesian Inference

Frequentist vs Bayesian Inference

In this article I’m revisiting* the topic of frequentist vs Bayesian inference with specific focus on online A/B testing as usual. The present discussion easily generalizes to any area where we need to measure uncertainty while using data to guide decision-making and/or business risk management. In particular, I will discuss each of the following five […] Read More…

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Analysis of 115 A/B Tests: Average Lift is 4%, Most Lack Statistical Power

Observed Percent Change Significant

What can you learn from 115 publicly available A/B tests? Usually, not much, since in most cases you would be looking at case studies with very basic data about what was tested and the outcome of the A/B test. Confidence intervals, p-values and other measurements of uncertainty will often be missing, and when present they […] Read More…

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