Some aspects of the sequential design of experiments

Until recently, statistical theory has been restricted to the design and analysis of sampling experiments in which the size and composition of the samples are completely determined before the experimentation begins. The reasons for this are partly historical, dating back to the time when the statistician was consulted, if at all, only after the experiment was over, and partly intrinsic in the mathematical difficulty of working with anything but a fixed number of independent random variables. A major advance now appears to be in the making with the creation of a theory of the sequential design of experiments, in which the size and composition of the samples are not fixed in advance but are functions of the observations themselves.