Abstract
Let $X_1, \cdots$ be i.i.d. $\sim N(\mu_1,1)$ and $Y_1, \cdots$ be i.i.d. $\sim N(\mu_2,1)$. A symmetric sequential procedure for $H_0 : \mu_1 > \mu_2$ vs. $H_1 : \mu_1 < \mu_2$ is proposed in this paper. The expected number of observations taken from the inferior population is given in an asymptotic form, which is optimum in Farrell's sense.
Citation
H. H. Peter Cheng. "Asymptotic Expected Inferior Sample Size of a Sequential Test Involving Two Populations." Ann. Statist. 8 (4) 845 - 850, July, 1980. https://doi.org/10.1214/aos/1176345077
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