WALD, Abraham. & H.A. Freeman. Sequential Analysis of Statistical Data: Theory [with] Sequential Tests of Statistical Significance [with] Sequential Analysis of Statistical Data: Applications.
Washington: National Defense Research Committee, 1943-1944. All three first editions, first issue.

An exceptional set of the three classified reports in which Wald's groundbreaking work was first announced. About Wald's later journal paper from 1945 Kotz and Johnson write in their 'Breakthroughs in Statistics': "Probability theory came of age with the advent of Kolmogorov's axiomatics in 1933 and the subsequent developments in limit theorems and stochastic processes. Statistical inference came of age with the advent of the Neyman-Pearson theory in 1933 and the subsequent formalization of hypothesis testing, estimation, and decision theory. In the present paper, Wald unified the two seemingly dissimilar areas most elegantly. To probabilists, he offered gems of new results in random walks, martingales, stochastic processes, and limit theorems. He also pointed out indirectly how they can seek probability questions from statistical inference and use the latter area as a testing ground for their abstract theorems. To statisticians, he showed that statistical inference is not just the analysis or 'significance' of an existing body of data; it also entails their entry into the very process of experimentation and continual analysis of the data as they come available. The sequential probability ratio test embodies this aspect. Wald also showed them how results from 'pure' mathematics, particularly probability theory, can be adapted to put statistical inference, in general, on stronger footing without losing sight of its practical nature. ... Wald's theoretical results first appeared in a 'restricted' report in September 1943 [first reprt offered], and a companion report on applications by H.A. Freeman appeared in July 1944 [third report offered]. The term restricted meant that the Defense Department considered the results significantly important to the war effort and, therefore, decided not to disseminate them to the general public for a while. Nevertheless, a 10-page synopsis of Wald's results, entitled 'Sequential Tests of Statistical Significance' [second report offered], was allowed to be circulated as a memorandum in April 1944 to a select group of individuals including some statisticians who are well known today: R.E. Bechhofer, J. Berkson, G.W. Brown, J.H. Curtiss, G.B. Dantzig, W.E. Deming, H.F. Dodge, J.L. Doob, B. Epstein, W. Feller, F.E. Grubbs, S. Kullback, J. Neyman, E.G. Olds, H. Scheffé, J.W. Tukey, J. von Neumann, and S.S. Wilks in the United States, and G.A. Barnard, M.S. M.S. Bartlett, R.A. Fisher, J.O. Irwin, E.S. Pearson, E.J.G. Pitman, R.L. Plackett, and F. Yates in Great Britain." Thus, a complete set of the original reports pre-dating Wald's journal paper Sequential Tests of Statistical Hypotheses first published in The Annals of Mathematical Statistics, June 1945.

First report: Small 4to (230 x 180 mm), original printed wrappers. Upper right corner with a slight bump. Previous owners initials to front wrapper W.L.D. Stamped RESTRICTED. IX, (1)179, (3: blank) pp. Second report: 8vo (244 x 153 mm). Original printed wrappers, fine. 10, (2: blank) pp. Third report: Large 4to (285 x 220 mm). Original ring binder containing the six sections in original printed wrappers together with the two appendicies, aslo in wrappers: [S1:VIII,16]; [S2:II,22]; [S3:II,22]; [S4:II,22]; [S5:II,18]; [S6:II,18]; [A1:II,14]; [A2:II,22] pp. In very good condition. Also included is the mimiographed distribution list of the third report: 1 sheet typescript, printed on both sides. All three reports are in the rare original issue with the text: "This document contains information affecting the national defense of the United States within the meaning of the Espionage Act, 50 U.S.C., 31 and 32, as amended. Its transmission or the revelation of its contents in any manner to an unauthorized person is prohibited by law". OCLC lists 8 copies of the first report, 1 of the second (National Institute of Standards and Technology), and the third report is not located in any library.