Topic: The Canonical Joint Distribution

Why Independent Increments Are Not Independent Z Statistics

Why Score Increments Are Asymptotically Independent

When Cumulative Statistics Are Not Independent

Unequal Information Increments

Transition Laws Between Adjacent Looks

Two-Sample Mean Differences

The Multivariate Normal Density at Multiple Looks

The Brownian Motion Representation

The Canonical Joint Normal Model

The Likelihood Ratio in Canonical Coordinates