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!)
Comments (0)
Sign in to post comments.