Mastering the Mixture Sequential Probability Ratio Test (mSPRT) for A/B Testing

The Mixture Sequential Probability Ratio Test (mSPRT) is a statistical method designed for anytime-valid A/B testing, allowing experimenters to monitor results without inflating false positives. Building on Wald’s original SPRT, mSPRT adapts the framework to two-sample scenarios and is widely used by companies like Uber and Netflix. Compared to safe tests, it offers optimal performance for granular, sequential data, making it a powerful tool for modern experimentation infrastructures.