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

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Author Info

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

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    File URL: http://www.sciencedirect.com/science/article/pii/S0167947312002472
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    Bibliographic Info

    Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

    Volume (Year): 57 (2013)
    Issue (Month): 1 ()
    Pages: 141-148

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    Handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:141-148

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    Web page: http://www.elsevier.com/locate/csda

    Related research

    Keywords: Multivariate normal; Multivariate t; Multiple comparison; Numerical quadrature; Simultaneous confidence intervals;

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    1. Somerville, Paul N., 1997. "Multiple testing and simultaneous confidence intervals: calculation of constants," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 217-233, July.
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