Random numbers, the natural logarithm and higher dimensional simplexes

Marton Trencseni - Sat 17 April 2021 • Tagged with bayesian, ab-test

The base $e$ of the natural logarithm shows up in an unexpected place. Let's derive why!


Continue reading

Bayesian A/B conversion tests

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.

Bayes vs z-test

Continue reading