, sequential estimation
refers to estimation
methods in sequential analysis
where the sample size
is not fixed in advance. Instead, data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule
as soon as significant results are observed.
- Thomas S. Ferguson, Mathematical statistics: A decision theoretic approach. Probability and Mathematical Statistics, Vol. 1, xi+396 pp., Academic Press, New York-London 1967
- Wald, Abraham (1947). Sequential Analysis. New York: John Wiley and Sons.