feat(stats): add confidence intervals and a significance verdict

The report told readers to 'check significance' but gave no way to. Add a
95% Wilson interval on each variant's conversion rate (accurate for the small
n and near-zero rates this report has) and a two-proportion z-test between the
two leaders, Bonferroni-corrected for the three pairwise comparisons, with an
explicit small-sample guard. Printed to the console and posted as a Discord
field so 'is there a winner yet' has a numeric answer.
This commit is contained in:
Víctor Falcón 2026-07-15 08:00:57 +02:00
parent a0a07090c3
commit c00069f208
2 changed files with 117 additions and 0 deletions

View File

@ -42,6 +42,10 @@ class SendExperimentFunnelReportCommand extends Command
$this->line($line);
}
foreach ($this->significanceLines($report) as $line) {
$this->line($line);
}
if ($this->option('no-discord')) {
$this->info('Skipped Discord (--no-discord).');
@ -96,6 +100,99 @@ class SendExperimentFunnelReportCommand extends Command
return $lines;
}
/**
* Conversion-rate uncertainty per variant (95% Wilson interval) plus a
* two-proportion z-test between the two leaders, Bonferroni-corrected for
* the three pairwise comparisons, so "check significance before calling a
* winner" has the numbers behind it instead of just the warning.
*
* @param array{startedAt: ?CarbonImmutable, currency: string, revenueAvailable: bool, costPerConnectionCents: int, variants: array<string, array<string, mixed>>} $report
* @return list<string>
*/
private function significanceLines(array $report): array
{
$z = 1.96; // two-sided 95%
$lines = ['', 'Significance (95% Wilson CI on Conv%, n = MatU):'];
$scored = [];
foreach (self::LABELS as $key => $label) {
$row = $report['variants'][$key];
$n = (int) $row['assignedMature'];
$k = (int) $row['convertedMature'];
if ($n <= 0) {
$lines[] = sprintf(' %-8s pend (n=0)', $label);
continue;
}
[$low, $high] = $this->wilsonInterval($k, $n, $z);
$lines[] = sprintf(' %-8s %6s [%6s %6s] (n=%d)', $label, $this->percent($k / $n), $this->percent($low), $this->percent($high), $n);
$scored[] = ['label' => $label, 'k' => $k, 'n' => $n, 'rate' => $k / $n];
}
if (count($scored) < 2) {
$lines[] = 'Not enough matured variants to compare yet.';
return $lines;
}
usort($scored, fn (array $a, array $b): int => $b['rate'] <=> $a['rate']);
[$leader, $runnerUp] = [$scored[0], $scored[1]];
if (min($leader['n'], $runnerUp['n']) < 30) {
$lines[] = sprintf(
'Leader %s (%s) vs %s (%s): samples still too small for a reliable test — keep running.',
$leader['label'], $this->percent($leader['rate']), $runnerUp['label'], $this->percent($runnerUp['rate']),
);
return $lines;
}
$zStat = $this->twoProportionZ($leader['k'], $leader['n'], $runnerUp['k'], $runnerUp['n']);
$threshold = 2.39; // Bonferroni: 0.05 / 3 pairwise comparisons, two-sided
$significant = abs($zStat) >= $threshold;
$lines[] = sprintf(
'Leader %s vs %s: Δ %+.1f pts, z=%.2f — %s (need |z|≥%.2f, Bonferroni×3).%s',
$leader['label'], $runnerUp['label'], ($leader['rate'] - $runnerUp['rate']) * 100, $zStat,
$significant ? 'significant' : 'not significant', $threshold,
$significant ? '' : ' Keep running.',
);
return $lines;
}
/**
* Wilson score interval for a binomial proportion accurate for small n
* and near 0/1, where the normal approximation misbehaves.
*
* @return array{0: float, 1: float} lower and upper bound, clamped to [0, 1]
*/
private function wilsonInterval(int $k, int $n, float $z): array
{
$p = $k / $n;
$z2 = $z * $z;
$denom = 1 + $z2 / $n;
$center = ($p + $z2 / (2 * $n)) / $denom;
$margin = ($z / $denom) * sqrt($p * (1 - $p) / $n + $z2 / (4 * $n * $n));
return [max(0.0, $center - $margin), min(1.0, $center + $margin)];
}
private function twoProportionZ(int $kA, int $nA, int $kB, int $nB): float
{
$pooled = ($kA + $kB) / ($nA + $nB);
$se = sqrt($pooled * (1 - $pooled) * (1 / $nA + 1 / $nB));
return $se > 0.0 ? (($kA / $nA) - ($kB / $nB)) / $se : 0.0;
}
private function percent(float $rate): string
{
return number_format($rate * 100, 1).'%';
}
private function money(int $cents, string $currency): string
{
$symbol = match (strtolower($currency)) {
@ -124,6 +221,11 @@ class SendExperimentFunnelReportCommand extends Command
'value' => $report['startedAt']->format('D, d M Y').' · new signups split evenly into the three variants.',
'inline' => false,
],
[
'name' => '📊 Significance',
'value' => "```\n".implode("\n", $this->significanceLines($report))."\n```",
'inline' => false,
],
[
'name' => 'Legend',
'value' => sprintf(

View File

@ -249,6 +249,21 @@ it('reports a matured-cohort conversion capped at 100% and prints the matured de
->assertSuccessful();
});
it('reports a Wilson confidence interval and defers the verdict while samples are small', function () {
$signup = CarbonImmutable::parse('2026-06-05');
experimentUser(SubscriptionExperiment::CONTROL, $signup, ['status' => 'active', 'at' => $signup->addDay()]);
experimentUser(SubscriptionExperiment::CONTROL, $signup);
experimentUser(SubscriptionExperiment::REDUCED_TRIAL, $signup, ['status' => 'active', 'at' => $signup->addDay()]);
experimentUser(SubscriptionExperiment::REDUCED_TRIAL, $signup);
artisan('stats:experiment-funnel', ['--no-discord' => true])
->expectsOutputToContain('Significance')
->expectsOutputToContain('Wilson')
->expectsOutputToContain('too small') // n = 2 per arm → verdict deferred
->assertSuccessful();
});
it('measures conversion as ever-charged, not active-now, so churn does not bias it', function () {
$signup = CarbonImmutable::parse('2026-06-05');