ab-stats

ab-stats

ab-stats is a lightweight Python library for A/B test statistical analysis. It provides a two-sample proportion z-test and Welch's t-test with confidence intervals, uplift, and post-hoc minimum sample size in a pandas DataFrame. For continuous metrics with several experiment groups, you can optionally use winsorize_experiment_groups first to pool all groups, compute percentiles, and apply upper-tail caps before pairwise Welch tests.

When to use which test?

Choose the function that matches your metric: a proportion (rate) or a mean (continuous value) to compare between control and treatment groups.

Key notes

• Rich output: proportions_ztest and ttest_ind_welch each return a one-row DataFrame with control_formula, treatment_formula, control_value, treatment_value, delta_relative, delta_absolute, p_value, CI_relative, CI_absolute, MSS_posthoc, and statistic. ttest_ind_welch also includes df.
• Two-sided tests: Both tests perform two-sided hypothesis tests
• Delta method: Confidence intervals for uplift (relative change) are computed using the delta method
• Note on MSS_posthoc: Minimum sample size required for the given α and β under the assumption that the observed effect is true. It is computed post hoc and is for reference only (not for pre-experiment sample size calculation).

Installation

Dependencies

ab-stats depends on:

• NumPy (>= 1.20)
• Pandas (>= 1.3)
• SciPy (>= 1.7)

Python 3.8 or newer is required.

User installation

Install from PyPI with pip:

pip install ab-stats

or with conda (Conda packages are planned):

conda install -c conda-forge ab-stats

Quick start

1. proportions_ztest()

Use this when your metric is a rate (e.g. conversion rate, click-through rate). Pass sample sizes and success counts for control and treatment; the function returns uplift, confidence intervals, and minimum sample size.

Parameters

• control_n : int Total number of observations in the control group.

• control_success : int
  Number of “successes” (e.g. converted users) in the control group.

• treatment_n : int
  Total number of observations in the treatment group.

• treatment_success : int Number of “successes” in the treatment group.

• alpha : float, optional
  Significance level for confidence intervals and MSS_posthoc.
  Default is 0.05 (95% confidence interval).

• power : float, optional
  Target statistical power 1 − β used when computing MSS_posthoc.
  Default is 0.8 (80% power).

Returns
pandas.DataFrame (one row) with the following columns:

• control_formula : str
  Control metric formula (e.g. 101/998).

• treatment_formula : str
  Treatment metric formula (e.g. 122/1001).

• control_value : str
  Control proportion, formatted as percentage (e.g. 10.12%).

• treatment_value : str
  Treatment proportion, formatted as percentage (e.g. 12.19%).

• delta_relative : str
  Relative change (uplift) of treatment vs control, formatted as a percentage (e.g. 20.43%).

• delta_absolute : str
  Absolute difference in proportions in percentage points (e.g. 2.07%p).

• p_value : float
  Two-sided p-value for the null hypothesis p₁ = p₂.

• CI_relative : str
  Confidence interval for the relative change (uplift), formatted as [L%, U%].

• CI_absolute : str
  Confidence interval for the absolute difference in proportions, formatted as [L, U].

• MSS_posthoc : str
  Post hoc minimum sample size status (e.g. 27.5% (3,641)).
  The percentage is the ratio of current treatment sample size to the required minimum under the observed effect.

• statistic : float
  z-statistic of the two-sample proportion test.

Example

from ab_stats import proportions_ztest

# Control: 101 successes out of 998; Treatment: 122 successes out of 1001
df = proportions_ztest(
    control_n=998,
    control_success=101,
    treatment_n=1001,
    treatment_success=122,
    alpha=0.05,
    power=0.8,
)
print(df)

Output:

2. ttest_ind_welch()

Use this when your metric is a mean (e.g. average revenue per user, average session length). Pass lists of values (one value per user or per observation) for control and treatment; the function computes means, variances, and sample sizes internally and returns uplift, confidence intervals, and minimum sample size. The result includes df (Welch–Satterthwaite degrees of freedom). Winsorization is not applied inside this function; use winsorize_experiment_groups (section 3 below) first if you need pool-based upper winsorization before Welch.

Parameters

• control_values : array_like
  Observations in the control group (e.g. list or array; one value per observation).

• treatment_values : array_like
  Observations in the treatment group.

• alpha : float, optional Significance level for confidence intervals and MSS_posthoc.
  Default is 0.05 (95% confidence interval).

• power : float, optional Target statistical power 1 − β used when computing MSS_posthoc.
  Default is 0.8 (80% power).

Returns
pandas.DataFrame (one row) with the following columns:

• control_formula : str
  Control mean formula: sum of observations / n, with the sum shown to two decimal places (e.g. 123.60/12).

• treatment_formula : str
  Treatment mean formula (e.g. 107.80/10).

• control_value : float
  Observed mean in the control group.

• treatment_value : float
  Observed mean in the treatment group.

• delta_relative : str
  Relative change (uplift) of treatment vs control mean, formatted as a percentage.

• delta_absolute : float
  Absolute difference in means (treatment − control).

• p_value : float
  Two-sided p-value for the null hypothesis μ₁ = μ₂.

• CI_relative : str
  Confidence interval for the relative change (uplift), formatted as [L%, U%].

• CI_absolute : str
  Confidence interval for the absolute difference in means, formatted as [L, U].

• MSS_posthoc : str
  Post hoc minimum sample size status (e.g. 62.5% (16)).
  The percentage is the ratio of current treatment sample size to the required minimum under the observed effect.

• statistic : float
  t-statistic of Welch’s t-test.

• df : float
  Degrees of freedom (Welch–Satterthwaite).

Example (raw values, no winsorization)

from ab_stats import ttest_ind_welch

control = [10.1, 9.8, 11.2, 10.5, 9.9, 10.8, 10.3, 11.0, 9.7, 10.4, 9.8, 10.1]  # n=12
treatment = [11.0, 10.5, 11.8, 10.9, 11.2, 10.5, 10.7, 10.1, 10.3, 10.8]  # n=10

df = ttest_ind_welch(control_values=control, treatment_values=treatment, alpha=0.05, power=0.8)
print(df)

Output:

3. winsorize_experiment_groups()

Optional. For continuous metrics, call this before ttest_ind_welch when you want pool-based upper winsorization. It pools all groups into one array, computes pool percentiles (and an optional cap from the pool), then applies that cap per group—one threshold for the whole experiment.

Parameters

• observations_by_variant : mapping of str to array_like
  Keys are variant labels (e.g. "A", "B"). Values are 1-D numeric arrays: all metric values for that variant (typically one value per user).
  Build this from a long-format SQL table by grouping on variant_name and collecting the metric column (e.g. cum_event_value) into {"A": ndarray, "B": ndarray, ...}.

• upper_tail : {None, 0.05, 0.01}, optional
  Which upper-tail rule sets the pool-based cap: None copies each group without capping; 0.05 caps at the pool 95th percentile; 0.01 at the pool 99th percentile.

Returns
WinsorizeExperimentResult with fields:

• percentiles : str — formatted 90th–100th pool percentiles (100th = pool maximum).
• p90, p95, p99, p100 : float — same numbers as numeric values.
• pool_n : int — total count of non-NaN values across all experiment groups.
• winsorized : dict[str, numpy.ndarray] — same keys as observations_by_variant, capped arrays.

Example 1 — Two experiment groups

1. Winsorize (pool percentiles, then cap per group)

from ab_stats import winsorize_experiment_groups, ttest_ind_welch

control = [10.1, 9.8, 11.2, 10.5, 9.9, 10.8, 10.3, 11.0, 9.7, 10.4, 9.8, 10.1]  # n=12
treatment = [11.0, 10.5, 11.8, 10.9, 11.2, 10.5, 10.7, 10.1, 10.3, 10.8]  # n=10

winsorize_result = winsorize_experiment_groups(
    {"A": control, "B": treatment}, upper_tail=0.01
)
print(winsorize_result.percentiles)

Output:

[90th: 11.18, 95th: 11.20, 99th: 11.67, 100th: 11.80]

2. Welch on winsorize_result.winsorized["A"] vs ["B"]

df_ab = ttest_ind_welch(
    control_values = winsorize_result.winsorized["A"],
    treatment_values = winsorize_result.winsorized["B"],
    alpha=0.05,
    power=0.8,
)
print(df_ab)

Output:

Example 2 — Three or more experiment groups

In production, exp_values_by_variant should be the long-format query table as a pandas.DataFrame (e.g. columns variant_name, cum_event_value). The snippet below uses that name for a small stand-in DataFrame so the Output block matches when you run it.

import pandas as pd
from ab_stats import winsorize_experiment_groups, ttest_ind_welch

# Arbitrary toy rows: long-format table with variant_name + one metric column (shape you need from SQL).
exp_values_by_variant = pd.DataFrame(
    {
        "variant_name": ["A", "A", "A", "B", "B", "B", "C", "C", "C"],
        "cum_event_value": [10.1, 9.8, 11.2, 11.0, 10.5, 11.8, 10.0, 10.2, 10.4],
    }
)

variant_names = sorted(exp_values_by_variant["variant_name"].dropna().unique().tolist())
print("variant_names:", variant_names)

event_values_by_variant = {
    variant_name: exp_values_by_variant.loc[
        exp_values_by_variant["variant_name"] == variant_name, "cum_event_value"
    ].astype(float).values
    for variant_name in variant_names
}

winsorize_result = winsorize_experiment_groups(event_values_by_variant, upper_tail=0.01)
print("percentiles:", winsorize_result.percentiles)
print("pool_n:", winsorize_result.pool_n)

df_ab = ttest_ind_welch(
    control_values=winsorize_result.winsorized["A"],
    treatment_values=winsorize_result.winsorized["B"],
    alpha=0.05,
    power=0.8,
)
print(df_ab.to_string(index=False))

Pairwise comparisons for other groups (e.g. A vs C) use the same pattern with the corresponding keys on winsorize_result.winsorized.

Output:

variant_names: ['A', 'B', 'C']
percentiles: [90th: 11.32, 95th: 11.56, 99th: 11.75, 100th: 11.80]
pool_n: 9
control_formula treatment_formula  control_value  treatment_value delta_relative  delta_absolute  p_value      CI_relative   CI_absolute MSS_posthoc  statistic   df
        31.10/3           33.25/3      10.366667           11.084          6.92%           0.717  0.27092 [-8.83%, 22.67%] [-0.85, 2.29]  20.0% (15)       1.28 3.91

4. Using with Pandas

Results are returned as a pandas DataFrame, so you can merge with other columns or filter as usual.

from ab_stats import proportions_ztest, ttest_ind_welch

# Proportion test
result_prop = proportions_ztest(1000, 100, 1000, 120)
print("Proportion test:")
print("MSS_posthoc: ", result_prop["MSS_posthoc"].iloc[0])
print("treatment_value: ", result_prop["treatment_value"].iloc[0])
print("delta_relative: ", result_prop["delta_relative"].iloc[0])
print("p_value: ", result_prop["p_value"].iloc[0])
print("CI_relative: ", result_prop["CI_relative"].iloc[0])
print("statistic: ", result_prop["statistic"].iloc[0])

# Mean test
control_vals = [10.1, 9.8, 11.2, 10.5, 9.9, 10.8, 10.3, 11.0, 9.7, 10.4, 9.8, 10.1]  # n=12
treatment_vals = [11.0, 11.5, 11.8, 11.9, 11.2, 11.5, 10.7, 11.1, 10.3, 10.8]  # n=10
result_ttest = ttest_ind_welch(control_vals, treatment_vals)
print("\nMean test:")
print("control_value: ", result_ttest["control_value"].iloc[0])
print("delta_relative: ", result_ttest["delta_relative"].iloc[0])
print("p_value: ", result_ttest["p_value"].iloc[0])
print("df: ", result_ttest["df"].iloc[0])

Output:

Proportion test:
MSS_posthoc:  26.0% (3,839)
treatment_value:  12.00%
delta_relative:  20.00%
p_value:  0.15292
CI_relative:  [-10.06%, 50.06%]
statistic:  1.43

Mean test:
control_value:  10.3
delta_relative:  8.54%
p_value:  0.0006
df:  19.15

References

• [1] Zhou, J., Lu, J., & Shallah, A. (2023). All about sample-size calculations for A/B testing: Novel extensions & practical guide. Proceedings of the 32nd ACM International Conference on Information and Knowledge Management (CIKM '23), 1–30.
• [2] Chow, S. C., Shao, J., Wang, H., & Lokhnygina, Y. (2017). Sample Size Calculations in Clinical Research (3rd ed.). Chapman & Hall/CRC Biostatistics Series.
• [3] noote-taking. (n.d.). When and how to calculate minimum sample size. noote-taking.github.io. https://noote-taking.github.io/%ED%86%B5%EA%B3%84%ED%95%99/when-and-how-to-calculate-minimum-sample-size/

License

MIT License. See LICENSE for details.