Extended-Paulson sequential selection
Sequential methods for choosing the best out of k treatments have already been studied under the assumption that the corresponding observations are normally distributed having the same known variance. The author proposes a more general procedure which allows to drop the normality assumption. Moreover, he points out that in some cases the new procedure makes a stronger confidence without (asymptotically) inflating sample sizes whereas in other cases it retains the same confidence with asymptotic sample sizes being substantially superior to existing procedures.
multiple comparisons with best treatment
scientific article; zbMATH DE number 4011706