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Comment by noelwelsh

Pretty animation, but I have some reservations about the maths:

- Normal approximation, as already noticed, ain't no good. Use the Wilson score instead.

- No power calculation? Type II errors are far more important IMHO in typical web applications because switching costs are small.

- non-overlapping 95% confidence interval do not imply p < 0.05. It's actually much lower than that. 83% CI is more like p of 0.05. (Errors add in quadrature.)

There is a tension between making something simple for the lay person and providing knobs for the expert to twiddle. I can see the case for removing the knobs but the choices should at least be documented.

[It's late here so this post is a bit slim on details. If you're interested sign up to http://bandits.mynaweb.com/ as the next section covers confidence intervals.]

parent noelwelsh 12 years ago

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