3 ms·
btilly where does this approach come from?
by danieltillett 11y ago
btilly where does this approach come from?
- btilly 11y agoMy scratchbook. :-) I keep meaning to write it up. Mathematically it is similar http://www.evanmiller.org/sequential-ab-testing.html http://www.evanmiller.org/sequential-ab-testing.html but with the difference that Evan produced a stopping rule that is a 95% confidence interval, while mine is stopping at 95% confidence that you won't come to a different conclusion by the end of the test. Otherwise the idea of the analysis is the same. (Note, under the null hypothesis reaching sqrt(N) then crossing 0 is exactly as hard as reading 2 sqrt(N) as can be seen by taking any possible sequence that does one, and swapping the values after first reaching sqrt(N) to get a sequence that does the other.)
- danieltillett 11y agoPlease do write it up as I would certainly be interested in reading it.