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Re:Ask Google to choose your next domain by sp332 on Wednesday January 29, 2014 @04:23PM (#7147001)
Re:Ask Google to choose your next domain by 204NoContent on Wednesday January 29, 2014 @08:59PM (#7148617)
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.
Re:Ask Google to choose your next domain by tlarkworthy on Thursday January 30, 2014 @04:05AM (#7149690)
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.