Hypothesis testing without a fixed sample size.
... data are evaluated as they are collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed.
--http://en.wikipedia.org/wiki/Sequential_analysis
Observations may be evaluated one at a time or in groups ("group sequential sampling"). See, e.g., S. Ehrenfeld, On Group Sequential Sampling, Technometrics Feb. 1972
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