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Sequential Probability Ratio Test using Z-Statistics (SPRT-z): A Practical Approach for Online Experimentation

Ho, Derek L. et al.
arXiv (All) · Papers
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methodology
Modern online experimentation platforms produce data continuously, yet practitioners often apply Fixed Horizon Testing (FHT) while repeatedly peeking at results, inflating Type I error. Popular always-valid methods permit early efficacy stopping but do not natively combine futility stopping, busines
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