Maximum Likelihood
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The Winner's Curse: Why it Happens and What to Do About It
When running an A/B test with many variants, say, more than 5, we often run into a phenomenon known as the Winner’s Curse, where the winning variant performs worse when we adopt it universally than it had during the test itself. In this post, we discuss why this phenomenon occurs and what to do about it.
Contingency Tables Part IV: The Score Test
The score test can be used to calculate p-values and confidence intervals for A/B tests. The score test considers the slope of the likelihood function at the parameter value associated with the null hypothesis.
Sprinkle some Maximum Likelihood Estimation on that Contingency Table!
Maximum Likelihood Estimation provides consistent estimators, and can be efficiently computed under many null hypotheses of practical interest.