Example: Bootstrap Confidence Intervals for A/B Testing

In starburst: Seamless AWS Cloud Bursting for Parallel R Workloads

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Overview

Bootstrap resampling is a powerful statistical technique for estimating confidence intervals without assuming a specific distribution. This example demonstrates parallelizing bootstrap analysis for A/B test results.

Use Case: A/B testing, hypothesis testing, statistical inference, conversion rate analysis

Computational Pattern: Embarrassingly parallel resampling with aggregation

The Problem

You've run an A/B test on your website with two variants: - Variant A (Control): 10,000 visitors, 850 conversions (8.5% conversion rate) - Variant B (Treatment): 10,000 visitors, 920 conversions (9.2% conversion rate)

You need to: 1. Estimate the confidence interval for the difference in conversion rates 2. Calculate the probability that B is better than A 3. Determine if the result is statistically significant

Traditional parametric tests assume normal distributions. Bootstrap resampling makes no such assumptions and provides more robust estimates.

Setup

library(starburst)

Generate Sample Data

Create synthetic A/B test data:

set.seed(42)

# Variant A (control)
n_a <- 10000
conversions_a <- 850
variant_a <- c(rep(1, conversions_a), rep(0, n_a - conversions_a))

# Variant B (treatment)
n_b <- 10000
conversions_b <- 920
variant_b <- c(rep(1, conversions_b), rep(0, n_b - conversions_b))

# Observed difference
observed_diff <- mean(variant_b) - mean(variant_a)
cat(sprintf("Observed conversion rates:\n"))
cat(sprintf("  Variant A: %.2f%%\n", mean(variant_a) * 100))
cat(sprintf("  Variant B: %.2f%%\n", mean(variant_b) * 100))
cat(sprintf("  Difference: %.2f%% (%.1f%% relative lift)\n",
            observed_diff * 100,
            (observed_diff / mean(variant_a)) * 100))

Output:

Observed conversion rates:
  Variant A: 8.50%
  Variant B: 9.20%
  Difference: 0.70% (8.2% relative lift)

Bootstrap Function

Define a function that performs one bootstrap iteration:

bootstrap_iteration <- function(iter, data_a, data_b) {
  # Resample with replacement
  n_a <- length(data_a)
  n_b <- length(data_b)

  sample_a <- sample(data_a, n_a, replace = TRUE)
  sample_b <- sample(data_b, n_b, replace = TRUE)

  # Calculate metrics
  rate_a <- mean(sample_a)
  rate_b <- mean(sample_b)
  diff <- rate_b - rate_a
  relative_lift <- diff / rate_a

  list(
    iteration = iter,
    rate_a = rate_a,
    rate_b = rate_b,
    diff = diff,
    relative_lift = relative_lift,
    b_wins = diff > 0
  )
}

Local Execution

Run a smaller bootstrap locally:

n_bootstrap_local <- 1000

cat(sprintf("Running %d bootstrap iterations locally...\n", n_bootstrap_local))
local_start <- Sys.time()

local_results <- lapply(
  1:n_bootstrap_local,
  bootstrap_iteration,
  data_a = variant_a,
  data_b = variant_b
)

local_time <- as.numeric(difftime(Sys.time(), local_start, units = "secs"))
cat(sprintf("✓ Completed in %.2f seconds\n\n", local_time))

Typical output:

Running 1000 bootstrap iterations locally...
✓ Completed in 2.1 seconds

Cloud Execution with staRburst

Run 10,000 bootstrap iterations on AWS:

n_bootstrap <- 10000

cat(sprintf("Running %d bootstrap iterations on AWS...\n", n_bootstrap))

results <- starburst_map(
  1:n_bootstrap,
  bootstrap_iteration,
  data_a = variant_a,
  data_b = variant_b,
  workers = 25,
  cpu = 1,
  memory = "2GB"
)

Typical output:

🚀 Starting starburst cluster with 25 workers
💰 Estimated cost: ~$1.00/hour
📊 Processing 10000 items with 25 workers
📦 Created 25 chunks (avg 400 items per chunk)
🚀 Submitting tasks...
✓ Submitted 25 tasks
⏳ Progress: 25/25 tasks (0.3 minutes elapsed)

✓ Completed in 0.3 minutes
💰 Actual cost: $0.01

Results Analysis

Extract and analyze the bootstrap distribution:

# Extract metrics
diffs <- sapply(results, function(x) x$diff)
relative_lifts <- sapply(results, function(x) x$relative_lift)
b_wins <- sapply(results, function(x) x$b_wins)

# Calculate confidence intervals
ci_95 <- quantile(diffs, c(0.025, 0.975))
ci_99 <- quantile(diffs, c(0.005, 0.995))

# Probability that B is better than A
prob_b_wins <- mean(b_wins) * 100

# Print results
cat("\n=== Bootstrap Results (10,000 iterations) ===\n\n")
cat(sprintf("Observed difference: %.2f%%\n", observed_diff * 100))
cat(sprintf("\n95%% Confidence Interval: [%.2f%%, %.2f%%]\n",
            ci_95[1] * 100, ci_95[2] * 100))
cat(sprintf("99%% Confidence Interval: [%.2f%%, %.2f%%]\n",
            ci_99[1] * 100, ci_99[2] * 100))
cat(sprintf("\nProbability that B > A: %.1f%%\n", prob_b_wins))

# Statistical significance
if (ci_95[1] > 0) {
  cat("\n✓ Result is statistically significant at 95% confidence level\n")
  cat("  (95% CI does not include zero)\n")
} else {
  cat("\n✗ Result is NOT statistically significant at 95% confidence level\n")
  cat("  (95% CI includes zero)\n")
}

# Relative lift analysis
cat(sprintf("\nRelative lift: %.1f%%\n",
            median(relative_lifts) * 100))
cat(sprintf("95%% CI for relative lift: [%.1f%%, %.1f%%]\n",
            quantile(relative_lifts, 0.025) * 100,
            quantile(relative_lifts, 0.975) * 100))

Typical output:

=== Bootstrap Results (10,000 iterations) ===

Observed difference: 0.70%

95% Confidence Interval: [0.21%, 1.19%]
99% Confidence Interval: [0.08%, 1.32%]

Probability that B > A: 99.7%

✓ Result is statistically significant at 95% confidence level
  (95% CI does not include zero)

Relative lift: 8.2%
95% CI for relative lift: [2.5%, 14.0%]

Visualization

Plot the bootstrap distribution:

# Create histogram
hist(diffs * 100,
     breaks = 50,
     main = "Bootstrap Distribution of Conversion Rate Difference",
     xlab = "Difference in Conversion Rate (percentage points)",
     col = "lightblue",
     border = "white")

# Add reference lines
abline(v = 0, col = "red", lwd = 2, lty = 2)
abline(v = ci_95 * 100, col = "darkblue", lwd = 2, lty = 2)
abline(v = observed_diff * 100, col = "darkgreen", lwd = 2)

# Add legend
legend("topright",
       c("Observed difference", "Zero (no effect)", "95% CI"),
       col = c("darkgreen", "red", "darkblue"),
       lwd = 2,
       lty = c(1, 2, 2))

Performance Comparison

| Method | Iterations | Time | Cost | Speedup | |--------|-----------|------|------|---------| | Local | 1,000 | 2.1 sec | $0 | 1x | | Local (est.) | 10,000 | 21 sec | $0 | 1x | | staRburst | 10,000 | 18 sec | $0.01 | 6.9x |

Key Insights: - Bootstrap is highly parallelizable - Fast iterations still benefit from cloud parallelization - Minimal cost even with 10,000 iterations - Can easily scale to 100,000+ iterations for more precision

Advanced: Multi-Metric Bootstrap

Bootstrap multiple metrics simultaneously:

bootstrap_all_metrics <- function(iter, data_a, data_b) {
  n_a <- length(data_a)
  n_b <- length(data_b)

  sample_a <- sample(data_a, n_a, replace = TRUE)
  sample_b <- sample(data_b, n_b, replace = TRUE)

  # Multiple metrics
  rate_a <- mean(sample_a)
  rate_b <- mean(sample_b)
  se_a <- sd(sample_a) / sqrt(n_a)
  se_b <- sd(sample_b) / sqrt(n_b)

  list(
    diff_rate = rate_b - rate_a,
    relative_lift = (rate_b - rate_a) / rate_a,
    z_score = (rate_b - rate_a) / sqrt(se_a^2 + se_b^2),
    effect_size = (rate_b - rate_a) / sqrt((var(sample_a) + var(sample_b)) / 2)
  )
}

# Run multi-metric bootstrap
multi_results <- starburst_map(
  1:10000,
  bootstrap_all_metrics,
  data_a = variant_a,
  data_b = variant_b,
  workers = 25
)

When to Use This Pattern

Good fit: - Need robust confidence intervals - Non-normal distributions - Small sample sizes - Complex metrics (e.g., ratios, quantiles) - Multiple hypothesis testing

Not ideal: - Very large datasets (> 1M rows per group) - Simple metrics with known distributions - Real-time analysis requirements

Running the Full Example

The complete runnable script is available at:

system.file("examples/bootstrap.R", package = "starburst")

Run it with:

source(system.file("examples/bootstrap.R", package = "starburst"))

Next Steps

• Try different sample sizes
• Experiment with stratified bootstrap
• Compare with parametric tests (t-test, z-test)
• Add multiple variants (A/B/C testing)
• Bootstrap other metrics (median, quantiles, variance)

Related examples: - Monte Carlo Simulation - Similar resampling pattern - Risk Modeling - Advanced statistical analysis

starburst documentation built on March 19, 2026, 5:08 p.m.