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That's actually easy enough to fix. You trade off between certainty and time by setting the initial confidence values.

For instance, if you're testing A, B, and C; you can start off with success/total values of 1/1 for each or 100/100 (for extreme values). If you start off with 1/1, a single hit or a single miss will swing the algorithm quickly and heavily in that particular direction; e.g. 1 miss for C results in 1/2, and brings its success rate down from 100% to 50% immediately, giving instant precedence to A and B. Whereas if you used 100/100 to start, a single miss for C would only bring it down to 100/101, letting the algorithm take much longer to "settle," but with far more confidence.

The trick is in picking a number that suites your needs, e.g. for expensive traffic sources (AdWords) pick smaller numbers to minimize the cost of the experiment and for cheaper, more often sources use larger numbers because you can afford the extra time to be sure.




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