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Comment by squarecog

Stopping when you hit 95% confidence is a classic failure mode. Yes, if you are doing classic t-test based A/B testing, you have to wait until a pre-determined threshold; otherwise, effectively, by looking at the p-value and stopping when it hits 95% confidence, what you are doing is ignoring all negative results and accepting the first positive result you see -- clearly, that's bad science. I'm simplifying the math here, but this is the general notion.

You can see a demonstration of this in practice: http://www.gigamonkeys.com/interruptus/ (sit back and watch your false positive rate, aka "bogus a/b testing results", grow).

parent squarecog 9 years ago

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