Abstract
Now we suppose that a manufactory is interested in comparing performance between machines (treatments) of two types. In this study, we propose a sequential multiple comparison procedure that tests sequentially the null hypothesis of coincident of two population means based on data obtained when the p kinds of inspections are administered successively to investigate the difference of performance on two machines. When the null hypothesis is first rejected in the test, as we can detect a difference of performance between two machines, the test terminates. Thus, we can use it as the procedure that is feasible to draw an early conclusion with a little data. The purposes of the study are to develop the sequential test procedure and to investigate the features of the procedure. In the procedure, we derive an integral formula to determine the critical limits for satisfying a predefined type I familywise error rate. Furthermore, we show how to decide a required sample size at each inspection item with guaranteeing the power of test. In our simulation studies, we compare the superiority among the procedures based on three α spending functions under various arrangements of difference of two population means and consider the order of inspection items.
