A model for sequential clinical trials involving three treatments is proposed and various error probabilities are defined. A specific procedure involving a concatenation of repeated significance tests is studied in detail. The first phase of testing proceeds until at least one treatment is eliminated; and then a second phase is used to compare the remaining treatments. Analytic approximations to the operating characteristics of the test are derived and compared with the results of a Monte Carlo experiment.
"A Sequential Clinical Trial for Comparing Three Treatments." Ann. Statist. 21 (1) 464 - 483, March, 1993. https://doi.org/10.1214/aos/1176349037