Sequential Analysis and Optimal Design

Preliminaries on Probability Generalities about the Conventional Theory of Design of Experiments Optimal Sample Size Preliminaries on Regression Design for Linear Regression: Elfving's Method Maximum-Likelihood Estimation Locally Optimal Designs for Estimation More Design in Regression Experiments Testing Hypotheses Optimal Sample Size in Testing Sequential Probability-Ratio Test Optimality of Sequential Probability-Ratio Test Motivation for an Approach to Sequential Design of Experiments in Testing Hypotheses Asymptotic Optimality of Procedure A in Sequential Design Extensions and Open Questions in Sequential Design The Problem of Adjacent Hypotheses Testing for the Sign of a Normal Mean: No Indifference Zone Bandit Problems Sequential Estimation of a Normal Mean Sequential Estimation of the Common Mean of Two Normal Populations.