Stopping rules as experimental design

Abstract

A “stopping rule” in a sequential experiment is a rule or procedure for deciding when that experiment should end. Accordingly, the “stopping rule principle” (SRP) states that, in a sequential experiment, the evidential relationship between the final data and an hypothesis under consideration does not depend on the experiment’s stopping rule: the same data should yield the same evidence, regardless of which stopping rule was used. In this essay, I reconstruct and rebut five independent arguments for the SRP. Reminding oneself that the stopping rule is a part of an experiment’s design and is no more mysterious than many other design aspects helps elucidate why some of these arguments for the SRP are unsound.