Marton Trencseni - Fri 30 October 2020 • Tagged with stats, data
Sometimes we look at the top performers in a field and see obviously uneven representations of groups (gender, ethnicity, etc). There a multitude of factors that can lead to it, such as unfair bias in access to opportunities. Here I will show one unintuitive mathematical effect that can contribute to such unevenness in the case of normal distributions.
Marton Trencseni - Tue 01 September 2020 • Tagged with charts, dashboards, data, visualization
Most charts should be line charts or stacked area chart, because they communicate valuable trend information and are easy to parse for the human eyes and brain.
Marton Trencseni - Sun 23 August 2020 • Tagged with charts, dashboards, data, visualization
Format numbers for human consumption. What is more readable, 1.539e+5 or 153,859? Showing numbers effectively on spreadsheets, charts, dashboards, reports is a basic ingredient for readability, like formatting code in programming.
Marton Trencseni - Sat 22 August 2020 • Tagged with charts, dashboards, data, visualization
Making clear, readable charts is part of the craftmanship minimum for any data related role. In part one, I look at how to present categorical data.
Marton Trencseni - Fri 21 August 2020 • Tagged with ab-testing
I use Monte Carlo simulations to explore the false positive rate of Multi-armed bandits.
Marton Trencseni - Fri 07 August 2020 • Tagged with ab-testing
Multi-armed bandits minimize regret when performing A/B tests, trading off between exploration and exploitation. Monte Carlo simulations shows that less exploration yields less statistical significance.
Marton Trencseni - Fri 22 May 2020 • Tagged with ab-testing
PlanOut is a framework for online field experiments. It was created by Facebook in 2014 to make it easy to run and iterate on sophisticated experiments in a statistically sound manner.
Marton Trencseni - Thu 16 April 2020 • Tagged with ab-testing
A/B tests go wrong all the time, even in sophisticated product teams. As this article shows, for a range of problems we can run automated validation checks to catch problems early, before they have too bad of an effect on customers or the business. These validation checks compare various statistical properties of the funnels A and B to catch likely problems. Large technology companies are running such validation checks automatically and continuously for their online experiments.
Marton Trencseni - Mon 06 April 2020 • Tagged with ab-testing
I show using Monte Carlo simulations that randomizing user assignments into A/B test experiments makes it possible to run multiple A/B tests at once and measure accurate lifts on the same metric, assuming the experiments are independent.
Marton Trencseni - Tue 31 March 2020 • Tagged with bayesian, ab-testing
I compare probabilities from Bayesian A/B testing with Beta distributions to frequentist A/B tests using Monte Carlo simulations. Under a lot of circumstances, the bayesian probability of the action hypothesis being true and the frequentist p value are complementary.
Marton Trencseni - Mon 23 March 2020 • Tagged with ab-testing
The G-test for conversion A/B tests is similar to the Chi-squared test. Monte-Carlo simulations show that the two are indistinguishable in practice.
Marton Trencseni - Sat 21 March 2020 • Tagged with ab-testing
I use Monte Carlo simulations to explore how A/B testing on Watts–Strogatz random graphs depends on the degree distribution of the social network.
Marton Trencseni - Mon 09 March 2020 • Tagged with ab-testing
I use Monte Carlo simulations to show that experimentation on social networks is a beatiful statistical problem with unexpected nuances due to network effects.
Marton Trencseni - Thu 05 March 2020 • Tagged with ab-testing
Increased false positive rate due to early stopping is beautiful nuance of statistical testing. It is equivalent to running at an overall higher alpha. Data scientists need to be aware of this phenomenon so they can control it and keep their organizations honest about their experimental results.
Marton Trencseni - Tue 03 March 2020 • Tagged with ab-testing
Fisher’s exact test directly computes the same p value as the Chi-squared test, so it does not rely on the Central Limit Theorem to hold.
Marton Trencseni - Fri 28 February 2020 • Tagged with ab-testing
In an ealier post, I wrote about A/B testing conversion data with the Z-test. The Chi-squared test is a more general test for conversion data, because it can work with multiple conversion events and multiple funnels being tested (A/B/C/D/..).
Marton Trencseni - Sun 23 February 2020 • Tagged with ab-testing
The t-test is better than the z-test for timespent A/B tests, because it explicitly models the uncertainty of the variance due to sampling. Using Monte-Carlo simulations I show that around N=100, the t-test becomes the z-test.
Marton Trencseni - Sat 15 February 2020 • Tagged with ab-testing
I discuss the Z-test for A/B testing and show how to compute parameters such as sample size from first principles. I use Monte Carlo simulations to validate significance level and statistical power, and visualize parameter scaling behaviour.
Marton Trencseni - Thu 06 February 2020 • Tagged with data, ab testing, statistics
In the previous post, I talked about the importance of the Central Limit Theorem (CLT) to A/B testing. Here we will explore cases when we cannot rely on the CLT to hold.
Marton Trencseni - Wed 05 February 2020 • Tagged with data, ab testing, statistics
When working with hypothesis testing, the desciptions of the statistical method often has normality assumptions. For example, the Wikipedia page for the z-test starts like this: "A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution". What does this mean? How do I know it’s a valid assumption for my data?
