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The Biased Drunkard’s Walk

Our “Markov Chains leading up to A/B tests” series continues with The Biased Drunkard’s Walk. In this note we use the theory of Toeplitz matrices to analyze a variant of the drunkard’s walk that I am calling a “first to w tournament.” We can get not only the probability of […]

A Deep Dive on The Drunkard’s Walk

I continue my series on the mathematics of Markov chains with a deep dive on The Drunkard’s Walk. This is a set-up for more on Wald’s Sequential Analysis (a near relative of A/B Tests). A great thing is: it explains some of the perceptual effects in Nina Zumel’s animations in […]

A Slightly Unfair Game

I’ve been trying to write directly about some of the aspects of controlled experiments and A/B testing recently. An example is: A/B testing for engineers. The goal is to undo some of the cruft and convention that has built up over the years by both proper (but telegraphic) and improper […]

You can’t do that in statistics

There are a number of statistical principles that are perhaps more honored in the breach than in the observance. For fun I am going to name a few, and show why they are not always the “precision surgical knives of thought” one would hope for (working more like large hammers).