Group Sequential Testing: A Definition

The last two articles left us with two bad options: peek freely and inflate your false positive rate, or lock yourself into a single fixed-horizon look and lose all ability to react early β€” for a win or for a regression. Group Sequential Testing (GST) is the framework that gives you a third option: look several times, on a plan you commit to in advance, without breaking your error guarantees.

What Group Sequential Testing Actually Is

A group sequential test is any experiment design where you pre-specify a small number of interim analyses β€” "looks" β€” at planned points during data collection...

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