Exact Simultaneous Confidence Intervals for Multiple Comparisons among Three or Four Mean Values

Abstract

A procedure for constructing exact simultaneous confidence intervals for a finite set of multiple comparisons among three or four groups is presented. These confidence intervals are hyperbolic and based on an unbiased estimator of the mean values having a normal distribution with covariance matrix σ 2 V, where V is an arbitrary known positive definite matrix. This procedure is used to study the amount of conservativeness of Tukey—Kramer intervals for pairwise comparisons in an unbalanced one-way analysis of variance design.