**Known Variance**
Armitage P. Restricted sequential procedures(1957) Biometrika 44: p 9-26.

**Unknown Variance**

Sneiderman MA, Armitage P. Closed sequential t test(1952) Biometrika 49:p 359-366.

S. Zhang & J. Jin "Computation of Special Functions" (Wiley, 1996), with fortran algorithm downloaded from
http://jin.ece.uiuc.edu/routines/mchgm.for