Error Spending in Sequential Testing Explained

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 thes…

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...

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 guid…

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...