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A/B tests are typically analyzed via frequentist p-values and confidence intervals; but these inferences are wholly unreliable if users endogenously choose samples sizes by *continuously monitoring* their tests. We define *always valid*…

Statistics Theory · Mathematics 2019-07-18 Ramesh Johari , Leo Pekelis , David J. Walsh

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable…

Methodology · Statistics 2025-07-08 Michael Lindon , Dae Woong Ham , Martin Tingley , Iavor Bojinov

Online evaluation of machine learning models is typically conducted through A/B experiments. Sequential statistical tests are valuable tools for analysing these experiments, as they enable researchers to stop data collection early without…

Methodology · Statistics 2025-10-08 Alexey Kurennoy , Majed Dodin , Tural Gurbanov , Ana Peleteiro Ramallo

In the past two decades, AB testing has proliferated to optimise products in digital domains. Traditional AB tests use fixed-horizon testing, determining the sample size of the experiment and continuing until the experiment has concluded.…

Methodology · Statistics 2023-11-01 Daniel Beasley

AB testing aids business operators with their decision making, and is considered the gold standard method for learning from data to improve digital user experiences. However, there is usually a gap between the requirements of practitioners,…

Machine Learning · Computer Science 2023-07-28 Srivas Chennu , Andrew Maher , Christian Pangerl , Subash Prabanantham , Jae Hyeon Bae , Jamie Martin , Bud Goswami

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

Experimentation platforms in industry must often deal with customer trust issues. Platforms must prove the validity of their claims as well as catch issues that arise. As a central quantity estimated by experimentation platforms, the…

Methodology · Statistics 2025-11-21 Kedar Karhadkar , Jack Klys , Daniel Ting , Artem Vorozhtsov , Houssam Nassif

eBay's experimentation platform runs hundreds of A/B tests on any given day. The platform integrates with the tracking infrastructure and customer experience servers, provides the sampling service for experiments, and has the responsibility…

Applications · Statistics 2023-03-10 Keyu Nie , Zezhong Zhang , Bingquan Xu , Tao Yuan

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

AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its…

Machine Learning · Statistics 2015-02-02 Cyrille Dubarry

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

Randomized experiments have become the standard method for companies to evaluate the performance of new products or services. In addition to augmenting managers' decision-making, experimentation mitigates risk by limiting the proportion of…

Methodology · Statistics 2023-05-26 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

Online controlled experiments, or A/B tests, are large-scale randomized trials in digital environments. This paper investigates the estimands of the difference-in-means estimator in these experiments, focusing on scenarios with repeated…

Methodology · Statistics 2024-11-12 Sebastian Ankargren , Mattias Frånberg , Mårten Schultzberg

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

The rollout of new versions of a feature in modern applications is a manual multi-stage process, as the feature is released to ever larger groups of users, while its performance is carefully monitored. This kind of A/B testing is…

Machine Learning · Computer Science 2018-05-29 Andrés Muñoz Medina , Sergei Vassilvitskii , Dong Yin

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 A/B testing plays a critical role in the high-tech industry to guide product development and accelerate innovation. It performs a null hypothesis statistical test to determine which variant is better. However, a typical A/B test…

Methodology · Statistics 2021-09-03 Miao Yu , Wenbin Lu , Rui Song

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product with an old one. However, it is also critically important to…

Methodology · Statistics 2021-11-09 Chengchun Shi , Shikai Luo , Hongtu Zhu , Rui Song

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 is one of the most successful applications of statistical theory in modern Internet age. One problem of Null Hypothesis Statistical Testing (NHST), the backbone of A/B testing methodology, is that experimenters are not allowed…

Applications · Statistics 2016-02-18 Alex Deng , Jiannan Lu , Shouyuan Chen
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