I am a computer programmer
I am writing a a new service to replace an old service.
I want to be confident that my new service works like the old service.
The old service gets called 30,000,000 times a day.
If I was to randomly sample 1000 of those requests from the last day and hit my new service with them how confident would I be that my new service matches the old service for that days load of queries if it came back 100% matching.
How confident would I be that it was 50% fucked if 50% of the results came back not-matching.
I feel this is close to survey margin-of-error calculation but I know that my
intuitive grasp of statistics is often
completely wrong so would appreciate guidance.
(Addendum: We are planning on doing a full traffic replication as well (so replaying all thirty million requests) but want a quick comparison we can be confident in for doing iterative changes during development)
Posts
Without sampling everything you'll never be 100% confident. You need to decide a confidence level you're happy with (most shorthand 95% but you can choose 99% or 99.9% etc).
You'll then need to determine your margin of error i.e how close you need to be to the true value (say you want to be 99% confident you're in 1% margin of error)
From the sounds of it you want a very close margin of error and high confidence so I plugged 99% confident of a 0.1% or less margin of error into a quick online calculator https://www.surveymonkey.co.uk/mp/sample-size-calculator/ and got a sample size of 1.5 million.
Otherwise all you are doing is fishing, so you might as well run as many sample comparisons as you can afford as often as possible. Which actually isn't a bad idea...
The full matrix of possible queries is large 16,000,000*250*125*400
In practice we are most concerned about the ones that happen most often and can afford a few failures around the edge edge cases to ensure the common use cases are covered.
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2 variables with 4000 categorical inputs for each.
I made a game, it has penguins in it. It's pay what you like on Gumroad.
Currently Ebaying Nothing at all but I might do in the future.