Articles on statistical power

Stop AbUsing the Mann-Whitney U Test (MWU)

Mann-Whitney-U Test

The Mann Whitney U Test (MWU), also known as the Wilcoxon Rank Sum Test and the Mann-Whitney-Wilcoxon Test, continues to be advertised as the go-to test for analyzing non-normally distributed data. In online experimentation it is often touted as the most suitable for analyses of non-binomial metrics with typically non-normal (skewed) distributions such as average […] Read more…

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False Positive Risk in A/B Testing

False positive risk in A/B testing

Have you heard how there is a much greater probability than generally expected that a statistically significant test outcome is in fact a false positive? In industry jargon: that a variant has been identified as a “winner” when it is not. In demonstrating the above the terms “False Positive Risk” (FPR), “False Findings Rate” (FFR), […] Read more…

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How to Run Shorter A/B Tests?

Shorter A/B Tests

Running shorter tests is key to improving the efficiency of experimentation as it translates to smaller direct losses from testing inferior experiences and also less unrealized revenue due to late implementation of superior ones. Despite this, many practitioners are yet to start conducting tests at the frontier of efficiency. This article presents ways to shorten […] Read more…

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Comparison of the statistical power of sequential tests: SPRT, AGILE, and Always Valid Inference

Power and Average Sample Size of Sequential Tests

In A/B testing sequential tests are gradually becoming the norm due to the increased efficiency and flexibility that they grant practitioners. In most practical scenarios sequential tests offer a balance of risks and rewards superior to that of an equivalent fixed sample test. Sequential monitoring achieves this superiority by trading statistical power for the ability […] Read more…

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Statistical Power, MDE, and Designing Statistical Tests

Statistical Power and MDE Demystified

One topic has surfaced in my ten years of developing statistical tools, consulting, and participating in discussions and conversations with CRO & A/B testing practitioners as causing the most confusion and that is statistical power and the related concept of minimum detectable effect (MDE). Some myths were previously dispelled in “Underpowered A/B Tests – Confusions, […] Read more…

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What Can Be Learned From 1,001 A/B Tests?

Meta Analysis

How long does a typical A/B test run for? What percentage of A/B tests result in a ‘winner’? What is the average lift achieved in online controlled experiments? How good are top conversion rate optimization specialists at coming up with impactful interventions for websites and mobile apps? This meta-analysis of 1,001 A/B tests analyzed using […] Read more…

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Fully Sequential vs Group Sequential Tests

Sequential Testing Compared

What is the best design for a statistical test with sequential evaluation of the data at multiple points in time? This is a question anyone who has realized that unaccounted for peeking with intent to stop is the bane of A/B testing eventually comes to ask. So how does one go about answering that? This […] Read more…

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A/B Testing Statistics – A Concise Guide for Non-Statisticians

AB Testing Statistics

Navigating the maze of A/B testing statistics can be challenging. This is especially true for those new to statistics and probability. One reason is the obscure terminology popping up in every other sentence. Another is that the writings can be vague, conflicting, incomplete, or simply wrong, depending on the source. Articles sprinkled with advanced math, […] Read more…

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Underpowered A/B Tests – Confusions, Myths, and Reality

Underpowered A/B Tests

In recent years a lot more CRO & A/B testing practitioners have started paying more attention to the statistical power of their online experiments, at least based on my observations. While this a positive development for which I hope I had contributed somewhat, it comes with the inevitable confusions and misunderstandings surrounding a complex concept […] Read more…

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A/B Testing with a Small Sample Size

AB Testing Small Business

The question “How to test if my website has a small number of users” comes up frequently when I chat to people about statistics in A/B testing, online and offline alike. There are different opinions on the topic ranging from altering the significance threshold, statistical power or the minimum effect of interest all the way […] Read more…

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The A/B Testing Guide to Surviving on a Deserted Island

AB Testing Survival Guide Desert Island

The secluded and isolated deserted island setting has been used as the stage for many hypothetical explanations in economics and philosophy with the scarcity of things that can be developed as resources being a central feature. Scarcity and the need to keep risk low while aiming to improve one’s situation is what make it a […] Read more…

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

Observed Percent Change Significant

Oct 2022 update: A newer, much larger and likely less biased meta analysis of 1,001 tests is now available! 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 […] Read more…

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