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SEQUENTIAL A/B TESTING USING PRE-EXPERIMENT DATA
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2019 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

This thesis bridges the gap between two popular methods of achieving more efficient online experiments, sequential tests and variance reduction with pre-experiment data. Through simulations, it is shown that there is efficiency to be gained in using control-variates sequentially along with the popular mixture Sequential Probability Ratio Test. More efficient tests lead to faster decisions and smaller sample sizes required. The technique proposed is also tested using empirical data on users from the music streaming service Spotify. An R package which includes the main tests applied in this thesis is also presented.

Place, publisher, year, edition, pages
2019.
Keywords [en]
A/B testing, sequential analysis, continouous monitoring, variance reduction
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-385253OAI: oai:DiVA.org:uu-385253DiVA, id: diva2:1323628
External cooperation
Spotify
Subject / course
Statistics
Educational program
Master Programme in Statistics
Supervisors
Examiners
Available from: 2019-06-18 Created: 2019-06-12 Last updated: 2019-06-18Bibliographically approved

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CiteExportLink to record
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Citation style
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