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