Comparison with a standard via fully sequential procedures

We develop fully sequential procedures for comparison with a standard. The goal is to find systems whose expected performance measures are larger or smaller than a single system referred as a standard and, if there is any, to find the one with the largest or smallest performance. Our procedures allow for unequal variances across systems, the use of common random numbers and known or unknown expected performance of the standard. Experimental results are provided to compare the efficiency of the procedure with other existing procedures.