The A/B testing problem with Gaussian priors

DOI10.1016/J.JET.2023.105646zbMath1520.91105OpenAlexW4362589510MaRDI QIDQ6166472

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

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)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Minimax regret treatment choice with covariates or with limited validity of experiments
• The demand for information: More heat than light
• Minimax regret treatment choice with finite samples
• The Law of Large Demand for Information
• Two-Choice Selection
• The Theory of Statistical Decision
• SOME PROBLEMS OF OPTIMUM SAMPLING
• 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

This page was built for publication: The A/B testing problem with Gaussian priors