The <canonical joint distribution for group sequential test statistics> is
$$
\begin{pmatrix}Z_1\\Z_2\end{pmatrix}
\sim N_2\left[
\begin{pmatrix}\delta\sqrt{I_1}\\ \delta\sqrt{I_2}\end{pmatrix},
\begin{pmatrix}
1&\sqrt{I_1/I_2}\\
\sqrt{I_1/I_2}&1
\end{pmatrix}
\right].
$$

Solution

Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 207 / 3 / b / ii / Solution

 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-207/3/b/ii/solution