---
tag: 9CWYNB9003
kind: concept
name: Sequential analysis
msc: [62L10]
sources:
  - url: https://en.wikipedia.org/wiki/Sequential_analysis
same_as:
  wikidata: Q195771
  wikipedia: Sequential analysis
---

## Summary

Sequential analysis is the part of statistics in which the sample size is not fixed in advance.
Observations arrive one at a time, and after each one a rule decides whether to stop and make a decision or to take another observation.
Abraham Wald developed the theory during the Second World War and published the book *Sequential Analysis* in 1947.
Sequential procedures often reach a decision with fewer observations on average than the best fixed-sample procedures with the same error rates.

## Explanations

### L1 human

Imagine testing whether a coin is fair by tossing it.
If the first twenty tosses are all heads, there is little point in tossing it eighty more times.
A sequential procedure looks at the data after each toss and stops as soon as the evidence is strong enough either way.
This saves time and cost, which matters in clinical trials and quality control.