A special thanks to John McDonnell, who came up with the idea for this post. Thanks also to Marika Inhoff and Nelson Ray for comments on an earlier draft. If you’re a data scientist, you’ve surely encountered the question, “How big should this A/B test be?” The standard answer is to do a power analysis, typically aiming for 80% power at \(\alpha\)=5%. But if you think about it, this advice is pret