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p-Hacking and False Discovery in A/B Testing

papers.ssrn.com

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Re: p-Hacking and False Discovery in A/B Testing

#5
post #2

ELI5... what’s a p-hack?

“the misuse of data analysis to find patterns in data that can be presented as statistically significant when in fact there is no real underlying effect. This is done by performing many statistical tests on the data and only paying attention to those that come back with significant results, instead of stating a single hypothesis about an underlying effect before the analysis and then conducting a single test for it.“

https://en.m.wikipedia.org/wiki/Data_dredging

And here’s a great example of real life P-Hacking to get a catchy article about the health benefits of chocolate:

https://io9.gizmodo.com/i-fooled-millions-into-thinking-choc...

Re: p-Hacking and False Discovery in A/B Testing

#6
post #2

ELI5... what’s a p-hack?

In statistics, a p-value [1] is a the odds of getting a result by chance if there's not actually an effect from the thing you're testing. A common threshold to use is .05, which means that you'd expect the given result less than 5% of the time by chance. Typically this indicates a relationship, but if you simultaneously test enough things that aren't causally linked you'd expect some to have p[1] https://en.m.wikipedia.org/wiki/P-value [2] https://xkcd.com/882/

Re: p-Hacking and False Discovery in A/B Testing

#9
post #3
post #2

ELI5... what’s a p-hack?

Doing the same experiment again and again until you get the answer you want.

In this case though I think they mean stopping the experiment early if there seems to be a positive result rather than experimenting again
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