Sequential Analysis

E212551

Sequential Analysis is a foundational statistical methodology that develops procedures for evaluating data as it is collected, allowing decisions to be made at variable sample sizes rather than after a fixed number of observations.

All labels observed (2)

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Statements (48)

Predicate Object
instanceOf decision procedure
statistical inference method
statistical methodology
aimsTo optimize trade-off between sample size and decision accuracy
appliesTo A/B testing
clinical trials
industrial experimentation
online experimentation
quality control
reliability testing
sequential monitoring of processes
assumes data arrive in a temporal or logical sequence
pre-specified stopping rules
contrastsWith fixed-sample-size analysis
developedBy Abraham Wald
fieldOfStudy sequential statistics
statistics
hasProperty allows continuation until a decision boundary is reached
allows early stopping for efficacy
allows early stopping for futility
can reduce average sample size compared to fixed-sample tests
controls long-run error rates under specified designs
does not require a fixed sample size in advance
hasPurpose to allow decisions at variable sample sizes
to control error probabilities while monitoring data sequentially
to evaluate data as it is collected
to improve efficiency of statistical testing
influencedBy Neyman–Pearson theory of hypothesis testing
surface form: Neyman–Pearson hypothesis testing framework
relatedTo Bayesian sequential decision theory
adaptive clinical trial design
alpha spending function
group sequential design
multi-armed bandit problem
sequential Monte Carlo methods
requires adjustment for repeated looks at the data
usedFor monitoring safety and efficacy in ongoing studies
real-time decision making based on accumulating data
usesConcept boundary crossing
expected sample size
interim analysis
likelihood ratio
power of a test
sequential confidence interval
sequential hypothesis testing
sequential probability ratio test
stopping rule
type I error
type II error

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Abraham Wald notableWork Sequential Analysis
Wald notableConcept Sequential Analysis
subject surface form: Abraham Wald
this entity surface form: Wald sequential probability ratio test
Wald notableWork Sequential Analysis
subject surface form: Abraham Wald