Abstract
The basic problem is to decide none of $k$ experimental categories is better than the control or decide a certain category is better. For this problem three sequential procedures are examined with specification of how procedures are carried out in practice. With a definite loss function and a cost $c > 0$ per observation the three sequential procedures and fixed sample size procedures are compared in a certain asymptotic sense as $c \rightarrow 0$. In particular, one of the procedures is shown to be optimal in this asymptotic sense. By appealing to asymptotic results a discussion of the relative merits of the three sequential procedures as considered in practice is given.
Citation
Charles DeWitt Roberts. "An Asymptotically Optimal Sequential Design for Comparing Several Experimental Categories with a Control." Ann. Math. Statist. 34 (4) 1486 - 1493, December, 1963. https://doi.org/10.1214/aoms/1177703880
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