Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means

W. Liu, P. Ah-Kine, F. Bretz and A.J. Hayter

Computational Statistics & Data Analysis, 2013, vol. 57, issue 1, 141-148

Abstract: The construction of a set of simultaneous confidence intervals for any finite number of contrasts of p generally correlated normal means is considered. It is shown that the simultaneous confidence level can be expressed as a (p−2)-dimensional integral for a general p≥3. This expression allows one to compute quickly and accurately, by using numerical quadrature, the required critical constants and multiplicity adjusted p-values for at least p=3, 4 and 5, involving only one-, two- and three-dimensional integrals, respectively. Real data examples from a drug stability study and a dose response study are used to illustrate the method.

Keywords: Multivariate normal; Multivariate t; Multiple comparison; Numerical quadrature; Simultaneous confidence intervals (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:57:y:2013:i:1:p:141-148

DOI: 10.1016/j.csda.2012.06.007

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