Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 207 2 d Solution Created 2026-10-03 Updated 2026-10-05
A second opportunity to reject raises the trial's overall Type I error above the nominal 10% in general. If and denote rejection at the first and second analyses, the overall error isThe cumulative-data test statistics are correlated, so neither 20% nor is the general answer. The latter requires independent tests, which is not the situation here.
The rejection thresholds and the stopping/continuation rule must be calibrated jointly. A prespecified group sequential design or alpha-spending function can allocate a total error budget of 10% across the analyses, using their joint null distribution. A conservative alternative planned in advance is two tests each at 5%, controlled by the Bonferroni inequality. An unplanned change to a design with a remaining error budget can be justified by the conditional error principle. Here, however, an original single-look test at 10% has no remaining conditional rejection probability after its final nonrejection. Keeping its entire original rejection region and adding a new positive-probability rejection opportunity cannot in general retain a 10% overall error rate. The two-look rule therefore needs prospective joint calibration; an already observed result cannot retrospectively create an unused error budget.