The A/B testing problem with Gaussian priors

DOI10.1016/J.JET.2023.105646MaRDI QIDQ6166472zbMATH OpenOpenAlexFDO

Authors Eduardo M. Azevedo, David Mao, José Luis Montiel Olea, Amilcar Velez

Publication date 6 July 2023

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2023.105646

zbMATH Keywords

statistical decision theoryexperiment designoptimal learningA/B testing

Mathematics Subject Classification ID

Decision theory (91B06) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

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Cites work

• scientific article; zbMATH DE number 3118831 (Why is no real title available?)
• scientific article; zbMATH DE number 3288321 (Why is no real title available?)
• Minimax regret treatment choice with covariates or with limited validity of experiments
• Minimax regret treatment choice with finite samples
• SOME PROBLEMS OF OPTIMUM SAMPLING
• Statistical treatment rules for heterogeneous populations.
• The Law of Large Demand for Information
• The Theory of Statistical Decision
• The demand for information: More heat than light
• Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing
• Trial Size for Near-Optimal Choice Between Surveillance and Aggressive Treatment: Reconsidering MSLT-II
• Two-Choice Selection

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