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It's worth noting that considering the zoomed in graph (the 4th image), while it shows correctly that it could cause problems if you use significance as a stopping rule, also clearly shows that the classical test is far more powerful for n < 2000, i.e. it states a result is significant with more sensitivity.

So while Anscombe's rule looks good for massive amounts of users, smaller tests with predefined stopping rules can be more useful if you only have a few thousand observations.




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