Abstract If a fixed number of observations are made sequentially, the outcome of a statistical test based on the complete sample sometimes can be anticipated by employing the following procedure: As each observation is made calculate least upper and greatest lower bounds for any subsequent value of the statistic; if the critical value does not lie between these bounds then the outcome of the test is determined and experimentation is terminated. Use of this procedure in the case where the Wilcoxon two-sample test is applied to an ordered sequence of observations considerably reduces the average sample size.
David W. Alling (1963) studied this question.