An asymptotic sequential test based on confidence sequences
F. Lombard, Jan W. H. Swanepoel · Communication in Statistics- Theory and Methods · 1979
In the context of a translation parameter family of distributions F0(x) = F(x-θ) an asymptotic sequential test of H0: θ ≤ -△ versus H1: θ ≥ △ developed. The test is based on confidence sequences. In the special case where F is a specified normal distribution the proposed test is uniformly at least as efficient (in the sense of Rechanter (1960)) as the Wald sequention probibilty ratio test.