On the conservative simultaneous confidence procedures for multiple comparisons among mean vectors

Takashi Seo, Takahiro Nishiyama

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

In this paper, conservative simultaneous confidence intervals for multiple comparisons among mean vectors in multivariate normal distributions are considered. Some properties of the multivariate Tukey-Kramer procedure for pairwise comparisons and the conservative simultaneous confidence procedure for comparisons with a control are presented. Particularly, the upper bound for the conservativeness of the simultaneous confidence procedure for comparisons with a control is obtained. Finally, numerical results by Monte Carlo simulations and an example to illustrate the procedure are given.

Original languageEnglish
Pages (from-to)3448-3456
Number of pages9
JournalJournal of Statistical Planning and Inference
Volume138
Issue number11
DOIs
Publication statusPublished - 1 Nov 2008

    Fingerprint

Keywords

  • Comparisons with a control
  • Conservativeness
  • Coverage probability
  • Monte Carlo simulation
  • Multivariate Tukey-Kramer procedure
  • Pairwise comparisons

Cite this