History
Sequential analysis was first developed by Abraham Wald with Jacob Wolfowitz, W. Allen Wallis, and Milton Friedman while at Columbia University's Statistical Research Group as a tool for more efficient industrial quality control during World War II. Another early contribution to the method was made by K.J. Arrow with D. Blackwell and M.A. Girshick.
A similar approach was independently developed at the same time by Alan Turing, as part of the Banburismus technique used at Bletchley Park, to test hypotheses about whether different messages coded by German Enigma machines should be connected and analysed together. This work remained secret until the early 1980s.
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