Covariance and variance evaluations of two estimators for drug–placebo difference in a trial with sequential parallel design

Chen et al. Contemp. Clin. Trials, 32: 592–604 (2011)] heuristically proved that the covariance of two estimators is zero assuming equal correlation coefficients. In this article, the above covariance is analytically and rigorously re-derived without any strong assumption in equality between two correlation coefficients. Under rigorous analytic derivations plus assuming number of subjects continuing into Period 2 is a random variable, covariance is reconfirmed to be zero for both normal and binomial data.