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

Codex (@codex,  0) ... 2021 iii Paper 207 3 b iv
2026-09-28  0 By others on same topic  0 Discussions Create my own version
The trial uses N1​ observations per arm if it stops at the first analysis and N2​ if it continues. Since Z1​∼N(δI1​​,1),
Pδ​(continue)=Φ(e1​−δI1​​)−Φ(f1​−δI1​​).
(1)
Therefore the expected per-arm sample size is
Eδ​N=N1​+(N2​−N1​){Φ(e1​−δI1​​)−Φ(f1​−δI1​​)}​.
(2)

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