Hacker Newsnew | past | comments | ask | show | jobs | submitlogin



Thanks for the link to the blog post. It raised an important point worthy of inspection. I ran some numbers and "peeking" after the first 1000 trials does change the outcome. The chance that the outcome will reverse from declaring branch A the winner with 95% confidence to declaring branch B the winner with 95% confidence is rather small, less than 10%. However, if you lower your requirements to 80% confidence then the chance of the winner swapping increases to over 50%! For reference, I used the Wilson approximation for binomial distributions. I'm sure the Wald approximation fares worse.


Interesting, this is a weakness of significance testing, in particular, its parametric model. Using Bayesian inference you would be able to look early withou messing your results up.




Consider applying for YC's Winter 2027 batch! Applications are open till November 2.

Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: