Sequential sign test

A non-parametric test, which terminates, once the results become significant

In sequential hypothesis testing, the sample size is not fixed in advance. Instead data are evaluated as they are collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed. Thus a conclusion may sometimes be reached at a much earlier stage than would be possible with more classical hypothesis testing.

Since the sign test is non-parametric, we do not care about the distribution of the samples. We just want them to be continuous.

Read the reference for the method description and assumptions:
Sequential Methods and Their Applications
by Nitis Mukhopadhyay, Basil M. de Silva
chapter 5.5