6.1 Introduction

The primary purpose of this supplement ^[1] is to help the users carry out sequential procedures with real data using a minimum of long-hand calculations and to obtain decent numerical and graphical summaries of the sequential procedures.

The manual contains a series of programs in Matlab (one of the most frequently used programming languages on university campuses), implementing most well-known and widely utilized procedures of sequential analysis. Each program is essentially a sample that can be (and therefore should be) changed to fit the users' needs. The programs are accompanied with a short description of the procedure and a list of arguments such as the values of the parameter under H ₀ and H ₁, the significance level of the test, the coverage probability of the confidence interval, etc.

The following is a list of the procedures and the names of the corresponding Matlab functions (they are sorted in the order of their appearance in the textbook):

• Sequential probability ratio test (SPRT), sprt

• Restricted SPRT (Anderson's triangular test), restsprt

• Rushton's sequential t-test, rttest

• Sequential t-test, ttest

• Sequential t ²-test, tsqtest

• Hall's sequential test, hall

• Rank order SPRT, rankordersprt

• Stein's two-stage procedure (confidence interval), steinci

• Stein's two-stage test, steint

• Robbins' power one test, robbins

• Cox's sequential estimation procedure, cox

Each of these functions is saved in the file named functionname.m, where functionname is simply the name of the function (for example, sprt is saved in the file sprt.m). The source...