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A Comparison of Tests for Online Experiments.

Record Type:	Electronic resources : Monograph/item
Title/Author:	A Comparison of Tests for Online Experiments./
Author:	Dsouza, Alan.
Published:	Ann Arbor : ProQuest Dissertations & Theses, : 2022,
Description:	38 p.
Notes:	Source: Masters Abstracts International, Volume: 83-12.
Contained By:	Masters Abstracts International83-12.
Subject:	Statistics. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=29215455
ISBN:	9798819378168

A Comparison of Tests for Online Experiments.
Dsouza, Alan.

A Comparison of Tests for Online Experiments. - Ann Arbor : ProQuest Dissertations & Theses, 2022 - 38 p.

Source: Masters Abstracts International, Volume: 83-12.

Thesis (M.A.S.)--University of California, Los Angeles, 2022.

This item must not be sold to any third party vendors.

Online experiments have grown in popularity but the techniques used to evaluate them have not adapted to the continuous stream of results. The goal of this review is to analyze the limitations of current online experiment tests and evaluate newer techniques that are better suited for continuous assessment. Conducting tests on simulated experiments showed that peeking at results can cause 3 times as many false-positives when using t-test's. The conservative nature of multiple comparison adjustments led to rejecting over 50% of winning ideas. Mixture Sequential Probability Ratio Tests (mSPRT) resulted in few Type-I errors even when monitoring results continuously. Using mSPRT led to 1/6th as many Type-I errors. There are known downsides to mSPRT including implementation complexity and computation costs, but these are likely smaller than the value created from having a more reliable analysis technique.

ISBN: 9798819378168Subjects--Topical Terms:

517247
Statistics.
Subjects--Index Terms:

A/B test

A Comparison of Tests for Online Experiments.
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500 $a Advisor: Xu, Hongquan.
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520 $a Online experiments have grown in popularity but the techniques used to evaluate them have not adapted to the continuous stream of results. The goal of this review is to analyze the limitations of current online experiment tests and evaluate newer techniques that are better suited for continuous assessment. Conducting tests on simulated experiments showed that peeking at results can cause 3 times as many false-positives when using t-test's. The conservative nature of multiple comparison adjustments led to rejecting over 50% of winning ideas. Mixture Sequential Probability Ratio Tests (mSPRT) resulted in few Type-I errors even when monitoring results continuously. Using mSPRT led to 1/6th as many Type-I errors. There are known downsides to mSPRT including implementation complexity and computation costs, but these are likely smaller than the value created from having a more reliable analysis technique.
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