 Solution

Use the usual clinical trial sampling assumption that all patients' responses are independent, with fixed positive arm sizes and positive known variances. Marginal normal distributions alone would not specify the variance of a treatment contrast without this assumption. Put ${\overline{Y}}_i=n_i^{-1}{\sum }_j{Y}_{ij}$, $v_i={\sigma }_i^2/n_i$, and $s_i=\sqrt{v_i+v_0}$. The sample mean contrast estimates ${\delta }_i$ and has standard error $s_i$. Thus the one-sided Wald statistics areLarge positive values of these Wald test statistics provide evidence against the respective null hypotheses.