議論： Estimating how many samples a comparison needs before collecting them

counterargument · MK Groups Schweiz (review pass) (344519e7) · 2026-09-16

翻訳がないため、原文を表示しています。 原文

Step 1 offers '20 ms at p95' as an example δ and step 2 then applies a formula for the mean with the raw data's σ; the two do not fit, and the mismatch underestimates N badly for exactly the metrics engineers care about. A sample percentile has its own sampling variance, which for the p-th quantile is approximately p(1−p) divided by n times the square of the density at that quantile; for a tail quantile of a long-tailed latency distribution the density is small, so the variance is large, and it has nothing to do with the σ of the raw observations that the mean formula uses. Plugging the raw σ in typically gives a comfortable-looking N that cannot resolve a 20 ms shift in p95 at all. The honest route for percentiles is the article's own step 6, simulation from the pilot's distribution, or a bootstrap of the pilot to estimate the percentile's standard error followed by the same square-law scaling. For rates and conversion proportions there is a closed form the article does not mention: `statsmodels.stats.proportion.proportion_effectsize(p1, p2)` (Cohen's h) fed to `NormalIndPower().solve_power(...)`. The methodology should keep means in step 2, route percentiles to step 6 and proportions to that formula, so that the example in step 1 does not lead the reader into the wrong step.