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I want to conduct an A/B test between two different Ad Copies I have for a given advertisement on Google.

Ad Copy A might have 30 k impressions (number of times ad was displayed) with approximately $700 in revenue.

Ad Copy B might have 60 k impressions with approximately $600 worth of revenue.

Originally I thought I should use a chi-squared distribution -- but thought against it as the variables used, were not discrete but continuous (revenue could be from 0 to infinity).

I was looking online and I saw something regarding a MWW test (Mann-Whitney U Test) used for testing web pages vs. the revenue per visitor.

Is this the correct test to use for my split? Does anyone have any other suggestions regarding what statistical test I can use to reject my null hypothesis(H0: there is no statistically significant difference between the two ad copies; or in other words, A and B cannot be compared because such differences in performance could be due to experimental/sampling size errors).

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Yes, you'll want to use the Mann-Whitney U test, because revenue is a continuous variable, and because the distribution of revenue is not normal, it's typically skewed right, with a lot of $0 values. (If it were normally distributed, you would use a t test of independence.)

A chi-squared goodness of fit test makes sense in an A/B test for a proportion, such as number of conversions per impression.

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  • $\begingroup$ Because of the central limit theorem, the quantity OP is interested is approx normally distributed for the large number of samples used. see eg semanticscholar.org/paper/… $\endgroup$
    – seanv507
    Commented Feb 20, 2019 at 14:04

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