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Small samples have more variability than large samples and thus more often show spurious large effects.


So you end up with a higher threshold for confidence at p<0.05 ot whatever you want p to be under. Comes out in the maths!

Toss a coin 10 times comes up heads 10 times. There is a 1 in 2^10 (approx 1000) that happens by chance for an unbiased coin.

I'm convinced it is biased.

20 times I am freaking convinced.

I don't need another 1000 tosses.


It’s more like you are supposed to toss 1000 times and after 500 tosses you get a lucky streak of 5 heads in a row and then decide to end experiment and conclude that coin is biased.


Oh yeah. Don't do that! Look at all 500 tosses.




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