Re:p-Hacking and False Discovery in A/B Testing
by srean on Thursday July 26, 2018 @02:53PM
(#17619897)
This is 1940s stuff. Checkout Wald.
Short answer: in sequential testing you can ask at intermediate stages whether a satisfactory confidence has been reached. If yes you are done and if not you can continue. On average you will hit a 'yes' sooner. For non sequential you cannot do this if you care about correctness (). So the sample size needs to be pessimistic for non-sequential protocols and then you are bound to that commitment.
() If your method ensures correctness even after inspection at intermediate stages then its a sequential method by definition. There is some confusion in literature about Bayesian and sequential. They are orthogonal concepts. Both Bayesian and Frequentist test of hypothesis can be sequential
Short answer: in sequential testing you can ask at intermediate stages whether a satisfactory confidence has been reached. If yes you are done and if not you can continue. On average you will hit a 'yes' sooner. For non sequential you cannot do this if you care about correctness (). So the sample size needs to be pessimistic for non-sequential protocols and then you are bound to that commitment.
() If your method ensures correctness even after inspection at intermediate stages then its a sequential method by definition. There is some confusion in literature about Bayesian and sequential. They are orthogonal concepts. Both Bayesian and Frequentist test of hypothesis can be sequential