Exact Simultaneous Confidence Intervals for Pairwise Comparisons of Three Normal Means.
SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS
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The problem of simultaneously estimating the pairwise differences of means of three independent normal populations with equal variances is considered. A computational method involving a bivariate t density is used to form confidence intervals with simultaneous coverage probability equal to 1 - alpha. For equal sample sizes, the method is the Tukey studentized range procedure. With unequal sample sizes, the method is superior to the various generalized Tukey methods. A table of probability points is presented for small sample sizes. A large sample approximation based on the bivariate normal and the studentized range distributions is given.
- Statistics and Probability