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Long-run Frequency

Quick answer

Long-run frequency is a frequentist interpretation of probability that defines the likelihood of an event as the proportion of times it would occur if an experiment were repeated infinitely under identical conditions. It represents the observed frequency of outcomes over many trials rather than a subjective belief.

Key takeaways

  • Long-run Frequency helps evaluate whether an experiment result is reliable enough to act on.
  • It should be reviewed together with sample size, duration, effect size, and business impact.
  • It is most useful when the hypothesis and primary metric are defined before the test starts.

Definition

Long-run frequency is a frequentist interpretation of probability that defines the likelihood of an event as the proportion of times it would occur if an experiment were repeated infinitely under identical conditions. It represents the observed frequency of outcomes over many trials rather than a subjective belief.

What Long-run Frequency means in A/B testing

This concept underlies frequentist statistical approaches commonly used in A/B testing, where probabilities are viewed as objective properties of repeatable experiments. For example, a 95% confidence interval means that if you ran the same test 100 times, approximately 95 of those intervals would contain the true parameter value. The interpretation strictly relates to repeated sampling, not to the probability of a single event.

Why Long-run Frequency matters

Understanding long-run frequency is essential for correctly interpreting A/B test statistics like p-values and confidence intervals. It clarifies that statistical significance relates to what would happen across many repetitions of the experiment, not the probability that a specific result is true. This interpretation prevents common misunderstandings about what confidence levels actually mean in test results.

Example of Long-run Frequency

When an A/B testing tool reports a 95% confidence level, it means that if you repeated this exact test 100 times with different random samples, approximately 95 of those tests would correctly identify which variation is better. It does not mean there's a 95% probability that Variation B is the winner in this specific test.

How to use Long-run Frequency

Use Long-run Frequency after you have chosen a primary metric and collected enough traffic for a reliable read. Avoid checking it in isolation; compare it with effect size, confidence, practical impact, and whether the test ran long enough to cover normal traffic patterns.

Common mistake

A common mistake is treating Long-run Frequency as a yes-or-no shortcut while ignoring sample size, test duration, and practical business impact. A statistically interesting result can still be too small, too noisy, or too risky to ship.

Related A/B testing terms

FAQ

What does long-run frequency mean in A/B testing?

Long-run frequency is a frequentist interpretation of probability that defines the likelihood of an event as the proportion of times it would occur if an experiment were repeated infinitely under identical conditions. It represents the observed frequency of outcomes over many trials rather than a subjective belief.

Why does long-run frequency matter for experiments?

Understanding long-run frequency is essential for correctly interpreting A/B test statistics like p-values and confidence intervals. It clarifies that statistical significance relates to what would happen across many repetitions of the experiment, not the probability that a specific result is true. This interpretation prevents common misunderstandings about what confidence levels actually mean in test results.

How should teams use long-run frequency in an experiment?

Use Long-run Frequency after you have chosen a primary metric and collected enough traffic for a reliable read. Avoid checking it in isolation; compare it with effect size, confidence, practical impact, and whether the test ran long enough to cover normal traffic patterns.

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