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Author: Maciej Skorski

Affiliation: DELL and Austria

Keyword(s): Hypothesis Testing, Bayesian Statistics, AB Testing, Information Geometry.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Business Analytics ; Change Detection ; Data Analytics ; Data Engineering ; Informatics in Control, Automation and Robotics ; Knowledge Discovery and Information Retrieval ; Knowledge-Based Systems ; Signal Processing, Sensors, Systems Modeling and Control ; Statistics Exploratory Data Analysis ; Symbolic Systems

Abstract: This paper discusses Bayes factors, an alternative to classical frequentionist hypothesis testing, within the standard A/B proportion testing setup - observing outcomes of independent trails (which finds applications in industrial conversion testing). It is shown that the Bayes factor is controlled by the Jensen-Shannon divergence of success ratios in two tested groups, and the latter one is bounded (under mild conditions) by Welch’s t-statistic. The result implies an optimal bound on the necessary sample size for Bayesian testing, and demonstrates the relation to its frequentionist counterpart (effectively bridging Bayes factors and p-values).

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Paper citation in several formats:
Skorski, M. (2019). On Bayes Factors for Success Rate A/B Testing. In Proceedings of the 8th International Conference on Data Science, Technology and Applications - DATA; ISBN 978-989-758-377-3; ISSN 2184-285X, SciTePress, pages 332-339. DOI: 10.5220/0007954503320339

@conference{data19,
author={Maciej Skorski.},
title={On Bayes Factors for Success Rate A/B Testing},
booktitle={Proceedings of the 8th International Conference on Data Science, Technology and Applications - DATA},
year={2019},
pages={332-339},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0007954503320339},
isbn={978-989-758-377-3},
issn={2184-285X},
}

TY - CONF

JO - Proceedings of the 8th International Conference on Data Science, Technology and Applications - DATA
TI - On Bayes Factors for Success Rate A/B Testing
SN - 978-989-758-377-3
IS - 2184-285X
AU - Skorski, M.
PY - 2019
SP - 332
EP - 339
DO - 10.5220/0007954503320339
PB - SciTePress