Year: 2024
Type: conference-paper
Abstract: For a bucket test with a single criterion for success and a fixed number of samples or testing period, requiring a p-value less than a specified value of α for the success criterion produces statistical confidence at level 1 − α. For multiple criteria, a Bonferroni correction that partitions α among the criteria produces statistical confidence, at the cost of requiring lower p-values for each criterion. The same concept can be applied to decisions about early stopping, but that can lead to strict requirements for p-values. We show how to address that challenge by requiring criteria to be successful at multiple decision points.
Authors: Eric Bax, Arundhyoti Sarkar, Alex Shtoff
Institution: Yahoo (United States)
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4406460659
