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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. An effect size of 0.2

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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. For this reason we don’t report uncertainty measures or statistical significance in the results of the simulation.

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

The Unofficial Google Data Science Blog

The result is that experimenters can’t afford to be sloppy about quantifying uncertainty. These typically result in smaller estimation uncertainty and tighter interval estimates. At Google, we tend to refer to them as slices. It has remained an important area of investment for us over the years. A burden has been lifted.