bitter-yak-38659
07/23/2024, 2:11 PMproportion metrics
.
1. I read that growthbook use two-tailed t-test in docs. but is it possible to use t-test for 'proportion metrics'? I have known that t-test is used not for categorical(or proportion) but for continuous data. if possible, could you explain me math theory related to it?
2. if proportion metric is based on binomial distribution, as far as I know variance should be np(1-p)
. but there isn't n
and only p(1-p)
is in document. could you explain me where n
has gone?
I used this link as reference.rhythmic-agent-34208
07/23/2024, 3:56 PMGreat questions!1. The central limit theorem applies for proportion metrics and for continuous data. So even if the underlying metric is not normally distributed, its sample mean is. We are comparing means, which is why the t-test is appropriate. 2. The variance of an individual observation is `p(1-p)`. Summing `n` independent random variables, the variance of the sum is `np(1-p)`. Taking their mean, the variance is `p(1-p)/n`.
bitter-yak-38659
07/23/2024, 11:22 PMfresh-football-47124
bitter-yak-38659
07/24/2024, 12:30 AM