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Design of experiments
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===Sequences of experiments=== {{Main|Sequential analysis}} {{See also|Multi-armed bandit problem|Gittins index|Optimal design}} The use of a sequence of experiments, where the design of each may depend on the results of previous experiments, including the possible decision to stop experimenting, is within the scope of [[sequential analysis]], a field that was pioneered<ref>Johnson, N.L. (1961). "Sequential analysis: a survey." ''[[Journal of the Royal Statistical Society]]'', Series A. Vol. 124 (3), 372–411. (pages 375–376)</ref> by [[Abraham Wald]] in the context of sequential tests of statistical hypotheses.<ref>Wald, A. (1945) "Sequential Tests of Statistical Hypotheses", [[Annals of Mathematical Statistics]], 16 (2), 117–186.</ref> [[Herman Chernoff]] wrote an overview of optimal sequential designs,<ref name="ref3"/> while [[Adaptive design (medicine)|adaptive designs]] have been surveyed by S. Zacks.<ref>Zacks, S. (1996) "Adaptive Designs for Parametric Models". In: Ghosh, S. and Rao, C. R., (Eds) (1996). "Design and Analysis of Experiments," ''Handbook of Statistics'', Volume 13. North-Holland. {{ISBN|0-444-82061-2}}. (pages 151–180)</ref> One specific type of sequential design is the "two-armed bandit", generalized to the [[multi-armed bandit]], on which early work was done by [[Herbert Robbins]] in 1952.<ref>{{cite journal | doi = 10.1090/S0002-9904-1952-09620-8 | last1 = Robbins | first1 = H. | year = 1952 | title = Some Aspects of the Sequential Design of Experiments | journal = Bulletin of the American Mathematical Society | volume = 58 | issue = 5| pages = 527β535 | doi-access = free }}</ref>
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