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Using the smaller logistic regression, approximate pointwise Wald confidence intervals are an estimate plus or minus $1.96$ times its standard error:Both intervals rely on the large-sample normal approximation and correct model assumptions. The negative slope indicates decreasing purchase probability as price rises. A one-unit price increase multiplies the odds by $e^{-0.08207}\simeq 0.9212$; it does not subtract a fixed amount from the probability. There is no significant additional layout effect in the previous likelihood-ratio test, rather than a demonstration of no effect.

In the selected model layout B has the same prediction rule as the other layouts. At price 100 the linear predictor is $5.16258-0.08207(100)=-3.04442$. Applying the inverse logit link givesThe intercept refers to price zero; if that lies outside the observed price range, its direct substantive interpretation would require extrapolation.

Put $v_k=p_k(1-p_k)$ and assume $0<p_k<1$. For fixed $n$ and a fixed nonzero difference $\Delta =p_0-p_1$, the approximate statistical power of the Wald test increases as its noncentrality $|\Delta |/\sqrt{V}$ increases, whereDifferentiating with respect to the continuous allocation givesHence the unique minimum and its associated minimum variance areThis is Neyman allocation. Integer allocations use a feasible adjacent integer to the continuous optimum, comparing the resulting variances; $n_0,n_1\ge 1$ must still hold. It is a large-sample normal approximation argument, not an exact finite-sample power theorem for arbitrary response-adaptive randomization. Under the null $p_0=p_1$, the approximate power is the significance level for any allocation, although the same allocation still minimizes the stated variance.