All frameworks and cheat sheets

Reference table

Multi-armed bandits vs fixed randomisation: outcomes and power

A two-arm trial of 148 participants, 30% vs 50% true success rates, sized for 80% power

Table comparing allocation rules: fixed 50/50 keeps 80% power, while Gittins and Whittle bandits gain about 11 successes with power 3.5 times smaller.
The more a rule favours the leading arm, the less it can prove that arm is better Source: Villar, Bowden and Wason, Statistical Science, 2015

A table from Villar, Bowden and Wason's simulation of a two-arm clinical trial, comparing fixed 50/50 randomisation with randomised bandits and deterministic index rules. The Gittins and Whittle designs treat about 11 more participants successfully, but end with power roughly 3.5 times smaller than the fixed design. Use it when a team proposes a bandit for a test whose effect size someone will need later. Pair the experiment with interviews in Koji to learn why the losing arm lost.

Where this appears

What's in this reference table

Allocation ruleWhat it optimisesOutcome during the trialAbility to prove it
Fixed randomisation (50/50)EstimationBaselineAt least 80% power by construction
Randomised bandits (Thompson sampling, UCB)BalanceMore successes than fixedSlightly below fixed
Deterministic index rules (Gittins, Whittle)In-trial outcomesAbout 11 more successes, an 18.62% improvement over fixedPower roughly 3.5 times smaller than fixed

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<a href="https://www.koji.so/visuals/bandit-allocation-rules-outcomes-vs-statistical-power"><img src="https://www.koji.so/visuals/bandit-allocation-rules-outcomes-vs-statistical-power/bandit-allocation-rules-outcomes-vs-statistical-power.png" alt="Table comparing allocation rules: fixed 50/50 keeps 80% power, while Gittins and Whittle bandits gain about 11 successes with power 3.5 times smaller." width="1200" height="710" /></a>
<p>Source: <a href="https://www.koji.so/visuals/bandit-allocation-rules-outcomes-vs-statistical-power">Multi-armed bandits vs fixed randomisation: outcomes and power</a>, Koji</p>