camdp.com/blogs/number-samples-needed-b-test

Often an estimate of the number of samples need in an A/B test is asked, to which I usually responed Ask me when it is over. Now I've sat down and tried to work out a formula (being disatisfied with other formulas' missing derivations). The below derivation starts off with Bayesian A/B, but uses Frequentist solutions to derive a single estimate (God help an individual interested in a posterior sample size distribution!)


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