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Biometrika 1972 59(3):683-685; doi:10.1093/biomet/59.3.683
© 1972 by Biometrika Trust
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MISCELLANEA

Joint confidence intervals for all linear functions of means in the one-way layout with unknown group variances

EMIL SPJØTVOLL

University of Oslo

The one-way layout of analysis of variance is considered with unknown group variances. A family of joint confidence intervals for all linear functions of the means is derived with the property that the probability is 1-{alpha} that all confidence intervals cover the true values. Each confidence interval is natural in the sense that for a given Linear function it is equal to an estimate of this function plus and minus a constant times an estimate of the standard deviation of the estimate. Hence the results are analogous to Scheffé's S-method of multiple comparison.

Key Words: Simultaneous confidence intervals • Analysis of variance • Linear model with different group variances • Multiple comparisons


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