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We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…

Econometrics · Economics 2026-03-24 Ryan Kessler , James McQueen , Miikka Rokkanen

We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…

Methodology · Statistics 2013-01-17 Nicolas Städler , Sach Mukherjee

Testing the equality of the covariance matrices of two high-dimensional samples is a fundamental inference problem in statistics. Several tests have been proposed but they are either too liberal or too conservative when the required…

Statistics Theory · Mathematics 2023-01-04 Jin-Ting Zhang , Jingyi Wang , Tianming Zhu

Experimental testing is vital in the optimization of web applications, and as such A/B testing has been widely adopted as a methodology for determining optimal content for many web applications. While some testing platforms provide…

Methodology · Statistics 2017-10-04 Ian E. Fellows

Online controlled experiments, also known as A/B testing, are the digital equivalent of randomized controlled trials for estimating the impact of marketing campaigns on website visitors. Stratified sampling is a traditional technique for…

With the extensive use of digital devices, online experimental platforms are commonly used to conduct experiments to collect data for evaluating different variations of products, algorithms, and interface designs, a.k.a., A/B tests. In…

Methodology · Statistics 2024-07-09 Qiong Zhang , Lulu Kang , Xinwei Deng

Online experimentation (or A/B testing) has been widely adopted in industry as the gold standard for measuring product impacts. Despite the wide adoption, few literatures discuss A/B testing with quantile metrics. Quantile metrics, such as…

Applications · Statistics 2019-03-22 Min Liu , Xiaohui Sun , Maneesh Varshney , Ya Xu

In this paper we consider testing the equality of probability vectors of two independent multinomial distributions in high dimension. The classical chi-square test may have some drawbacks in this case since many of cell counts may be zero…

Statistics Theory · Mathematics 2017-11-16 Amanda Plunkett , Junyong Park

Online controlled experiments (A/B tests) have become the gold standard for learning the impact of new product features in technology companies. Randomization enables the inference of causality from an A/B test. The randomized assignment…

Applications · Statistics 2022-12-20 Qike Li , Samir Jamkhande , Pavel Kochetkov , Pai Liu

Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…

Data Structures and Algorithms · Computer Science 2024-03-08 Diptarka Chakraborty , Sourav Chakraborty , Gunjan Kumar , Kuldeep S. Meel

This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation…

Statistics Theory · Mathematics 2025-11-18 Ying Yang , Chengchun Shi , Fang Yao , Shouyang Wang , Hongtu Zhu

While there exists a large amount of literature on the general challenges of and best practices for trustworthy online A/B testing, there are limited studies on sample size estimation, which plays a crucial role in trustworthy and efficient…

Methodology · Statistics 2023-08-21 Jing Zhou , Jiannan Lu , Anas Shallah

A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as…

Machine Learning · Computer Science 2023-02-13 Yongkang Guo , Yuan Yuan , Jinshan Zhang , Yuqing Kong , Zhihua Zhu , Zheng Cai

This article inspects whether a multivariate distribution is different from a specified distribution or not, and it also tests the equality of two multivariate distributions. In the course of this study, a graphical tool-kit using…

Methodology · Statistics 2024-08-19 Pratim Guha Niyogi , Subhra Sankar Dhar

A/B testing has become the cornerstone of decision-making in online markets, guiding how platforms launch new features, optimize pricing strategies, and improve user experience. In practice, we typically employ the pairwise $t$-test to…

Machine Learning · Statistics 2025-10-29 Junpeng Gong , Chunkai Wang , Hao Li , Jinyong Ma , Haoxuan Li , Xu He

Online controlled experiments, such as A/B-tests, are commonly used by modern tech companies to enable continuous system improvements. Despite their paramount importance, A/B-tests are expensive: by their very definition, a percentage of…

Machine Learning · Computer Science 2024-01-09 Shubham Baweja , Neeti Pokharna , Aleksei Ustimenko , Olivier Jeunen

Many experiments can be interpreted in terms of random processes operating according to some internal protocols. When experiments are costly or cannot be repeated only one or a few finite samples are available. In this paper we study data…

Data Analysis, Statistics and Probability · Physics 2016-02-02 Marian Kupczynski , Hans De Raedt

The recently introduced framework of universal inference provides a new approach to constructing hypothesis tests and confidence regions that are valid in finite samples and do not rely on any specific regularity assumptions on the…

Statistics Theory · Mathematics 2023-09-11 David Strieder , Mathias Drton

In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…

Methodology · Statistics 2023-12-19 Xiucai Ding , Yichen Hu , Zhenggang Wang

A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…

Methodology · Statistics 2016-04-28 Ruth Heller , Yair Heller , Shachar Kaufman , Barak Brill , Malka Gorfine
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