## Sequential AnalysisIn 1943, while in charge of Columbia University's Statistical Research Group, Abraham Wald devised Sequential Design, an innovative statistical inference system. Because the decision to terminate an experiment is not predetermined, sequential analysis can arrive at a decision much sooner and with substantially fewer observations than equally reliable test procedures based on a predetermined number of observations. The system's immense value was immediately recognized, and its use was restricted to wartime research and procedures. In 1945, it was released to the public and has since revolutionized many aspects of statistical practice. |

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### Contents

INTRODUCTION | 1 |

SEQUENTIAL TEST OF A STATISTICAL | 22 |

THE SEQUENTIAL PROBABILITY RATIO TEST | 37 |

OUTLINE OF A THEORY OF SEQUENTIAL | 70 |

APPLICATION OF THE GENERAL THEORY | 88 |

TESTING THE DIFFERENCE BETWEEN | 106 |

DISTRIBUTION WITH KNOWN STANDARD DEVIATION | 117 |

TESTING THAT THE STANDARD DEVIATION | 125 |

THE PROBLEM OF SEQUENTIAL ESTIMATION | 151 |

APPENDIX | 157 |

UPPER AND LOWER LIMITS FOR THE ASN FUNCTION OF A SEQUENTIAL | 170 |

DERIVATION OF Exact FORMULAS FOR THE OC AND ASN FUNCTIONS | 181 |

2 Derivation of Exact Formulas When z Can Take Only a Finite | 190 |

EFFICIENCY OF THE SEQUENTIAL PROBABILITY RATIO TEST | 196 |

DETERMINATION OF OPTIMUM WEIGHT FUNCTIONS wa AND wre | 203 |

209 | |