Bootstrap Methods for AB Testing

Classical and Poisson bootstrap as non-parametric tools for normalizing skewed metrics and enabling valid T-tests on small samples

August 16, 2022 · 4 min · Nikita Podlozhniy

Bucketing: Variance Reduction and Faster AB Tests

How aggregating observations into buckets normalises skewed metrics, reduces variance, and cuts computation — with a probability proof for choosing the right bucket count

August 16, 2022 · 4 min · Nikita Podlozhniy