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Sequential Testing and the SPRT: How to Stop a Test Early Without Cheating

Atticus 2026年07月27日 14:46 0 次阅读 来源:Dev.to

Sequential Testing and the SPRT: How to Stop a Test Early Without Cheating Meta description: Peeking at a fixed-sample A/B test inflates false positives. Sequential testing lets you check results repeatedly and stop early without cheating. TL;DR Fixed-sample testing assumes you'll wait for a pre-calculated sample size before looking at results. Checking early and stopping the moment you see significance — "peeking" — quietly inflates your real false-positive rate, often far above the 5% you think you're getting. Abraham Wald's Sequential Probability Ratio Test (SPRT), developed for wartime quality control, is the mathematically rigorous alternative: a procedure built to be checked repeatedly, with pre-calculated boundaries that keep the false-positive rate honest by construction. The difference between the SPRT and peeking isn't willpower — it's that the SPRT's stopping rule is part of the math from the start, so stopping early doesn't cost you anything in error-rate control. Sequential design is the right call when traffic is limited, the cost of running a test too long is high, or the business genuinely can't commit to waiting for a fixed horizon — not a substitute for rigor, but a different kind of rigor suited to a different constraint. This is a methodology choice, not a shortcut — and it's one input into the broader question of how much certainty a given bet needs, covered in the Confidence Tier Model . Every experimentation program eventually hits the same moment: a test has been live for four days, the dashboard shows a lift, and someone — a stakeholder, a PM, sometimes you — asks "can we call it?" The honest answer depends entirely on what kind of test you designed, and most teams don't have a clean answer, because most teams designed a fixed-sample test and are now trying to read it like a sequential one. Those are not interchangeable. Knowing the difference, and choosing deliberately between them before the test starts, is the actual skill — not "wait lon

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