Expand description
Experiment design & evaluation (Practical Statistics ch 3) — planning and analysing experiments, with uncertainty made explicit.
power— power analysis & required sample size.- [
ab_test] — A/B testing (two-proportion comparison with a lift CI). bandit— multi-armed bandits (ε-greedy / UCB1 / Thompson sampling).
Reuses statistics::distributions::normal; no new silo.
Re-exports§
pub use ab_test::ab_test;pub use ab_test::AbResult;pub use bandit::Bandit;pub use bandit::Policy;pub use power::power_two_sample;pub use power::required_sample_size_two_proportion;pub use power::required_sample_size_two_sample;
Modules§
- ab_test
- A/B testing (Practical Statistics ch 3) — compare two variants’ conversion rates with a two-proportion z-test and a confidence interval on the lift. The honest output is “B beat A by 2.1pp [0.4pp, 3.8pp], p = 0.01” — effect size with uncertainty, not a bare “B wins”. Reuses the Normal CDF/quantile.
- bandit
- Multi-armed bandits (Practical Statistics ch 3) — sequential experimentation
that adapts: instead of a fixed-split A/B test, allocate more trials to the
arms that look better, trading exploration against exploitation. Three classic
policies: ε-greedy, UCB1, and Thompson sampling (Beta-Bernoulli). Kernel-class
Divergent(the sampling/branch logic). - power
- Power analysis & sample-size (Practical Statistics ch 3) — how many observations
an experiment needs to detect an effect, and the power it achieves at a given
size. Honest experiment planning: state the effect you care about and the
confidence you need, get the sample size you must collect. Reuses the Normal
quantile/CDF from
statistics::distributions.