Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means ?
The construction of a set of simultaneous confidence intervals for any finite number of contrasts of p p 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?3 p ? 3 . This expression allows one to compute quickly and accurately, by using numerical quadrature, the required critical constants and multiplicity adjusted p p -values for at least p=3 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.
simultaneous confidence intervals numerical quadrature multivariate normal multivariate t t t t t t t multiple comparison