© 1969 by Biometrika Trust
A comparison of some sequential designs
The Australian National University
Various types of sequential designs are constructed for testing between the means of two normal distributions with known common variance. The designs are optimum with respects to the gain function suggested by Anscombe (1963) as being relevant to clinical trials. The offectiveness of these designs, in terms of the gain function, is compared with that of single stage designs, two-stage designs and other non-optimal but simpler sequential designs. The conclusion is reached that when the difference between the two means is expected to be large, little improvement can be made on a single stage design, but when the expected difference between the means becomes smaller, the gain in using a more sophistieated design becomes appreciable.