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

Liu, W., Ah-Kine, P., Bretz, F. and Hayter, A.J. (2013) Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means. Computational Statistics & Data Analysis, 57 (1), 141-148. (doi:10.1016/j.csda.2012.06.007).

Record type: Article

Abstract

The construction of a set of simultaneous confidence intervals for any finite number of contrasts of pp generally correlated normal means is considered. It is shown that the simultaneous confidence level can be expressed as a (p?2)(p?2)-dimensional integral for a general p?3p?3. This expression allows one to compute quickly and accurately, by using numerical quadrature, the required critical constants and multiplicity adjusted pp-values for at least p=3p=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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