Sequential Hypothesis Testing
Overview
Sequential hypothesis testing studies how to accept or reject claims as data arrive, so experiments can stop once evidence is sufficient instead of using a fixed sample size. Classical sequential probability ratio tests are joined by martingale and e-value methods, including testing by betting, which can preserve error guarantees under adaptive sampling and optional stopping. These tools support applications such as online change detection, fairness and model audits, clinical or A/B experiments, and evaluation of AI systems and agents. A central challenge is balancing reliable anytime-valid error control with fast detection and low data costs, especially when assumptions, data distributions, or evaluator quality may change.
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