Sequential Design of Experiments

Considerable scientific research is characterized as follows. The scientist is interested in studying a phenomenon. At first he is quite ignorant and his initial experiments are preliminary and tentative. As he gathers relevant data, he becomes more definite in his impression of the underlying theory. This more definite impression is used to construct more informative experiments. Finally after a certain point he is satisfied that his evidence is sufficient to allow him to announce certain conclusions and he does so.