BGonline.org Forums

The statsig police

Posted By: MaX
Date: Thursday, 22 October 2009, at 12:19 p.m.

In Response To: The statsig police (Timothy Chow)

The current stop criteria [(equity diff / jsd) > 1.96] has the "95% confidence interval" (or whatever it is supposed to be called) interpretation, 98% for 2.33, etc. This holds true whichever is the equity difference.

unless I've missed something, stopping a single rollout when [jsd < sqrt(eq.diff)] will give you a confidence interval that will depend on the magnitude of the equity difference, right ? That would be odd.

If that's the case I think the proposed solution may be interesting in the specific context of doing multiple rollouts, summing up the results and requesting an estimation of the std dev of the total (that's what is being done on the Depreli positions).

However this isn't your everyday use of gnubg (or any other bot): your everyday use is a *single* rollout. And your proposal won't be practical in that case.

MaX.

Messages In This Thread

• The statsig police
  Timothy Chow -- Saturday, 17 October 2009, at 9:00 p.m.
  • The statsig police
    Maik Stiebler -- Sunday, 18 October 2009, at 11:01 a.m.
    • The statsig police
      Timothy Chow -- Sunday, 18 October 2009, at 2:34 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 2:56 p.m.
        • The statsig police
          Timothy Chow -- Monday, 19 October 2009, at 1:48 a.m.
          • The statsig police
            Maik Stiebler -- Monday, 19 October 2009, at 4:21 p.m.
            • The statsig police
              Timothy Chow -- Tuesday, 20 October 2009, at 2:19 a.m.
      • PS
        Maik Stiebler -- Sunday, 18 October 2009, at 3:10 p.m.
    • The statsig police
      Philippe Michel -- Sunday, 18 October 2009, at 3:57 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 4:37 p.m.
        • The statsig police
          Philippe Michel -- Sunday, 18 October 2009, at 7:23 p.m.
  • The statsig police
    neilkaz -- Sunday, 18 October 2009, at 5:29 p.m.
    • The statsig police
      Timothy Chow -- Monday, 19 October 2009, at 1:54 a.m.
  • Another example, to clarify
    Timothy Chow -- Monday, 19 October 2009, at 2:15 a.m.
    • Another example, to clarify
      Timothy Chow -- Monday, 19 October 2009, at 2:21 a.m.
  • The statsig police
    Michael Depreli -- Monday, 19 October 2009, at 7:16 a.m.
    • The statsig police
      Timothy Chow -- Tuesday, 20 October 2009, at 2:10 a.m.
      • The statsig police
        MaX -- Thursday, 22 October 2009, at 12:19 p.m.
        • The statsig police
          Timothy Chow -- Friday, 23 October 2009, at 3:35 p.m.
          • The statsig police
            MaX -- Monday, 26 October 2009, at 4:32 p.m.
        • The statsig police
          Daniel Murphy -- Friday, 23 October 2009, at 3:50 p.m.