SPRT-z adapts SPRT for online experiments via z-approximation, SFHC Monte Carlo horizon setting, and Brownian median unbiased estimators, with simulations claiming error control, smaller samples than fixed-horizon tests, and bias reduction.
arXiv preprint arXiv:2310.03722 , year=
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Sequential Probability Ratio Test using Z-Statistics (SPRT-z): A Practical Approach for Online Experimentation
SPRT-z adapts SPRT for online experiments via z-approximation, SFHC Monte Carlo horizon setting, and Brownian median unbiased estimators, with simulations claiming error control, smaller samples than fixed-horizon tests, and bias reduction.