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Variance and significance in large-scale online services

The Unofficial Google Data Science Blog

Unlike experimentation in some other areas, LSOS experiments present a surprising challenge to statisticians — even though we operate in the realm of “big data”, the statistical uncertainty in our experiments can be substantial. We must therefore maintain statistical rigor in quantifying experimental uncertainty.

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Changing assignment weights with time-based confounders

The Unofficial Google Data Science Blog

This post considers a common design for an OCE where a user may be randomly assigned an arm on their first visit during the experiment, with assignment weights referring to the proportion that are randomly assigned to each arm. There are two common reasons assignment weights may change during an OCE.

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LSOS experiments: how I learned to stop worrying and love the variability

The Unofficial Google Data Science Blog

Despite a very large number of experimental units, the experiments conducted by LSOS cannot presume statistical significance of all effects they deem practically significant. The result is that experimenters can’t afford to be sloppy about quantifying uncertainty. At Google, we tend to refer to them as slices.