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by computerphage
2892 days ago
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That's highly counter-intuitive to me. Can you try to motivate why that's the case? My intuition is that you could use any sequential (which I translated to online) technique could be used in a non-sequential context. By that reasoning, there's no way a sequential technique could do better, at best it could be the same. |
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Short answer: in sequential testing you can ask at intermediate stages whether a satisfactory confidence has been reached. If yes you are done and if not you can continue. On average you will hit a 'yes' sooner. For non sequential you cannot do this if you care about correctness (). So the sample size needs to be pessimistic for non-sequential protocols and then you are bound to that commitment.
() If your method ensures correctness even after inspection at intermediate stages then its a sequential method by definition. There is some confusion in literature about Bayesian and sequential. They are orthogonal concepts. Both Bayesian and Frequentist test of hypothesis can be sequential