The branch of statistics concerned with analyzing data as it arrives sequentially over time. In particular, we assume that the sample size is not fixed in advance of seeing the data, which is the case of the majority of statistics (see, e.g., issues with p-values).
A modern approach to sequential statistics is safe, anytime-valid inference (SAVI).
History
- Wald and his original book
- Lai
- Robbins
- Siegmund