In this paper, we propose a sequential probability ratio test (SPRT) to overcome the problem of limited samples in studies related to complex genetic diseases. The results of this novel approach are compared with the ones obtained from the traditional transmission disequilibrium test (TDT) on simulated data. Although TDT classifies single-nucleotide polymorphisms (SNPs) to only two groups (SNPs associated with the disease and the others), SPRT has the flexibility of assigning SNPs to a third group, that is, those for which we do not have enough evidence and should keep sampling. It is shown that SPRT results in smaller ratios of false positives and negatives, as well as better accuracy and sensitivity values for classifying SNPs when compared with TDT. By using SPRT, data with small sample size become usable for an accurate association analysis.