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The statsig police

Posted By: Timothy Chow
Date: Tuesday, 20 October 2009, at 2:19 a.m.

In Response To: The statsig police (Maik Stiebler)

Maik Stiebler wrote:

We learn that for the first decision the equity difference is 100 millipoints, jsd 20 millipoints (I'm aware that's not possible with the current method), while for the second decision, the equity difference is 10 millipoints, jsd also 20 millipoints. We decide that we are not happy with the jjsd of sqrt(2)*20 millipoints, so we decide to spend more computational resources totalling one day. How would you spend it?

O.K., I see now what point you're trying to make. During the second pass, when we have a pretty good idea of how many errors each bot is making, it would make sense to allocate resources to whichever computation we think would reduce the total error the most.

So I'll restrict my suggestion to the first pass through the data, when we aren't sure where the chips will fall, but still want to ensure a plus-or-minus 1000 millipoint uncertainty (say) with minimum work.

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