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A/B testing: How to calculate p-value on post test segments?


Word Frequency Analysis of Document SetsHow to control false positives in sequential A/B testing while keeping a low sample size?How to generate bootstrapping samples in R?What are the methods to ensure that the population split for A/B test is random?Campaign Hypothesis Testing: Is using chi-square test appropriate?Approaches to A/B testing when you can't randomize on the user levelhow to calculate p valueTesting whether observed control/test split invalidates my assumption of 50/50 randomised trafficHow to verify A/B test













4












$begingroup$


My question on A/B testing is about doing post test segmentation analysis.



For example:




I run an A/B test on my website to track bounce rate. On the
treatment group, i put a video to explain my company. On the control
group i put just plain text. I pick a segment of users who are first
time users from USA to be split 50/50 into the 2 groups.




Metric that i am tracking is average bounce rate (assume 20%). 
Power effect (0.8)
effect size i expect to see(10% so bounce rate should fall to (20% - 0.10 * 20% = 18%))
Calculated sample size required is say 1000 for each group.


Say i run the test for the correct amount of time. At the end of the test, i get a p-value of 0.06. i do not reject the null hypothesis.




However, when i do post test segmentation analysis, for example, i saw
that users who signed up for a free trial, 44% of them played the
video.




In this case, how do i calculate if the 44% was significant? (while taking into account the multiple comparison problem?)
Like in the Airbnb experiment, they did post segmentation analysis on the browser type and was able to calculate the p-value.
enter image description here



My approach



Does this mean that for every segment that i want to analyze, i need to have at least 1000 samples? Also how would i recalculate the p-value given that the p-value of this A/B test was already generated above as 0.06?










share|improve this question









$endgroup$











  • $begingroup$
    You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:23











  • $begingroup$
    Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:26















4












$begingroup$


My question on A/B testing is about doing post test segmentation analysis.



For example:




I run an A/B test on my website to track bounce rate. On the
treatment group, i put a video to explain my company. On the control
group i put just plain text. I pick a segment of users who are first
time users from USA to be split 50/50 into the 2 groups.




Metric that i am tracking is average bounce rate (assume 20%). 
Power effect (0.8)
effect size i expect to see(10% so bounce rate should fall to (20% - 0.10 * 20% = 18%))
Calculated sample size required is say 1000 for each group.


Say i run the test for the correct amount of time. At the end of the test, i get a p-value of 0.06. i do not reject the null hypothesis.




However, when i do post test segmentation analysis, for example, i saw
that users who signed up for a free trial, 44% of them played the
video.




In this case, how do i calculate if the 44% was significant? (while taking into account the multiple comparison problem?)
Like in the Airbnb experiment, they did post segmentation analysis on the browser type and was able to calculate the p-value.
enter image description here



My approach



Does this mean that for every segment that i want to analyze, i need to have at least 1000 samples? Also how would i recalculate the p-value given that the p-value of this A/B test was already generated above as 0.06?










share|improve this question









$endgroup$











  • $begingroup$
    You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:23











  • $begingroup$
    Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:26













4












4








4


1



$begingroup$


My question on A/B testing is about doing post test segmentation analysis.



For example:




I run an A/B test on my website to track bounce rate. On the
treatment group, i put a video to explain my company. On the control
group i put just plain text. I pick a segment of users who are first
time users from USA to be split 50/50 into the 2 groups.




Metric that i am tracking is average bounce rate (assume 20%). 
Power effect (0.8)
effect size i expect to see(10% so bounce rate should fall to (20% - 0.10 * 20% = 18%))
Calculated sample size required is say 1000 for each group.


Say i run the test for the correct amount of time. At the end of the test, i get a p-value of 0.06. i do not reject the null hypothesis.




However, when i do post test segmentation analysis, for example, i saw
that users who signed up for a free trial, 44% of them played the
video.




In this case, how do i calculate if the 44% was significant? (while taking into account the multiple comparison problem?)
Like in the Airbnb experiment, they did post segmentation analysis on the browser type and was able to calculate the p-value.
enter image description here



My approach



Does this mean that for every segment that i want to analyze, i need to have at least 1000 samples? Also how would i recalculate the p-value given that the p-value of this A/B test was already generated above as 0.06?










share|improve this question









$endgroup$




My question on A/B testing is about doing post test segmentation analysis.



For example:




I run an A/B test on my website to track bounce rate. On the
treatment group, i put a video to explain my company. On the control
group i put just plain text. I pick a segment of users who are first
time users from USA to be split 50/50 into the 2 groups.




Metric that i am tracking is average bounce rate (assume 20%). 
Power effect (0.8)
effect size i expect to see(10% so bounce rate should fall to (20% - 0.10 * 20% = 18%))
Calculated sample size required is say 1000 for each group.


Say i run the test for the correct amount of time. At the end of the test, i get a p-value of 0.06. i do not reject the null hypothesis.




However, when i do post test segmentation analysis, for example, i saw
that users who signed up for a free trial, 44% of them played the
video.




In this case, how do i calculate if the 44% was significant? (while taking into account the multiple comparison problem?)
Like in the Airbnb experiment, they did post segmentation analysis on the browser type and was able to calculate the p-value.
enter image description here



My approach



Does this mean that for every segment that i want to analyze, i need to have at least 1000 samples? Also how would i recalculate the p-value given that the p-value of this A/B test was already generated above as 0.06?







statistics ab-test experiments






share|improve this question













share|improve this question











share|improve this question




share|improve this question










asked Nov 14 '17 at 2:14









jxnjxn

1383




1383











  • $begingroup$
    You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:23











  • $begingroup$
    Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:26
















  • $begingroup$
    You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:23











  • $begingroup$
    Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
    $endgroup$
    – D.W.
    Jun 12 '18 at 23:26















$begingroup$
You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
$endgroup$
– D.W.
Jun 12 '18 at 23:23





$begingroup$
You probably need to start by studying how hypothesis testing works: en.wikipedia.org/wiki/Statistical_hypothesis_testing. For instance, what is your null hypothesis? your alternative hypothesis? your test statistic? And I don't know where you're getting "does this mean ... i need 1000 samples" is coming from; you might need to explain your thinking/reasoning. Finally, please ask only one question per post.
$endgroup$
– D.W.
Jun 12 '18 at 23:23













$begingroup$
Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
$endgroup$
– D.W.
Jun 12 '18 at 23:26




$begingroup$
Cross-posted: datascience.stackexchange.com/q/24702/8560, stats.stackexchange.com/q/313582/2921. Please do not post the same question on multiple sites. Each community should have an honest shot at answering without anybody's time being wasted.
$endgroup$
– D.W.
Jun 12 '18 at 23:26










1 Answer
1






active

oldest

votes


















0












$begingroup$

Well if you want to answer the question if a single segment reaches the same level and you ignore all other segments behaviors then this should be the required number (given that initial performance of the segments was the same).



As a warning when you use to many segments this: https://xkcd.com/882/
can happen.






share|improve this answer









$endgroup$













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    1 Answer
    1






    active

    oldest

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    active

    oldest

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    active

    oldest

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    0












    $begingroup$

    Well if you want to answer the question if a single segment reaches the same level and you ignore all other segments behaviors then this should be the required number (given that initial performance of the segments was the same).



    As a warning when you use to many segments this: https://xkcd.com/882/
    can happen.






    share|improve this answer









    $endgroup$

















      0












      $begingroup$

      Well if you want to answer the question if a single segment reaches the same level and you ignore all other segments behaviors then this should be the required number (given that initial performance of the segments was the same).



      As a warning when you use to many segments this: https://xkcd.com/882/
      can happen.






      share|improve this answer









      $endgroup$















        0












        0








        0





        $begingroup$

        Well if you want to answer the question if a single segment reaches the same level and you ignore all other segments behaviors then this should be the required number (given that initial performance of the segments was the same).



        As a warning when you use to many segments this: https://xkcd.com/882/
        can happen.






        share|improve this answer









        $endgroup$



        Well if you want to answer the question if a single segment reaches the same level and you ignore all other segments behaviors then this should be the required number (given that initial performance of the segments was the same).



        As a warning when you use to many segments this: https://xkcd.com/882/
        can happen.







        share|improve this answer












        share|improve this answer



        share|improve this answer










        answered Nov 14 '17 at 11:00









        El BurroEl Burro

        460311




        460311



























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