arXiv (Cornell University)
Evaluating Variance Estimates with Relative Efficiency
November 2025 • Kedar Karhadkar, Jack Klys, Daniel Shu Wei Ting, Artem Vorozhtsov
Experimentation platforms in industry must often deal with customer trust issues. Platforms must prove the validity of their claims as well as catch issues that arise. As a central quantity estimated by experimentation platforms, the validity of confidence intervals is of particular concern. To ensure confidence intervals are reliable, we must understand and diagnose when our variance estimates are biased or noisy, or when the confidence intervals may be incorrect. A common method for this is A/A testing, in which…