calcTau: Calculate Mixture Variance
In shitoushan/mixtureSPRT: Mixture Sequential Probability Ratio Test
Description
Usage
Arguments
Value
Details
References
Description
Calculate Mixture Variance
Usage
1
Arguments
alpha
Significance level
sigma
Population standard deviation
truncation
Desired truncation time for mSPRT
Value
tau Optimal mixture variance τ for mSPRT.
Details
Mixture variance
τ^2 = σ^2 \frac{Φ(-b)}{\frac{1}{b}φ(b)-Φ(-b)}.
References
Johari, R., Koomen, P., Pekelis, L. & Walsh, D. 2017, "Peeking at A/B Tests: Why it matters, and what to do about it", ACM, , pp. 1517
shitoushan/mixtureSPRT documentation built on Sept. 29, 2021, 7:46 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Details References
Description
Calculate Mixture Variance
Usage
1 |
Arguments
alpha |
Significance level |
sigma |
Population standard deviation |
truncation |
Desired truncation time for mSPRT |
Value
tau Optimal mixture variance τ for mSPRT.
Details
Mixture variance
τ^2 = σ^2 \frac{Φ(-b)}{\frac{1}{b}φ(b)-Φ(-b)}.
References
Johari, R., Koomen, P., Pekelis, L. & Walsh, D. 2017, "Peeking at A/B Tests: Why it matters, and what to do about it", ACM, , pp. 1517
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.