Probability-based A/B testing with Adaptive Minimax Regret (AMR) criterion for long-term customer metrics

Makoto Abe
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Makoto Abe: Faculty of Economics, The University of Tokyo

No CIRJE-J-311, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: Evaluating long-term metrics like customer lifetime requires an extended observation period. We propose Adaptive Minimax Regret, which permits companies to make an optimal decision under minimax criteria based on the current information at hand and update it sequentially, enabling them to respond before knowing the complete results of long-term metrics.

Pages: 11 pages
Date: 2024-08
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Persistent link: https://EconPapers.repec.org/RePEc:tky:jseres:2024cj311

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