The Tukey T method leads to the simultaneous confidence intervals X j Xi j i C sn(n 1) for all i, j (9 144) The probability of (9 144) is independent of the s and hence equal to 1 s Section9 6 ...

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The Tukey T -method leads to the simultaneous confidence intervals & & X j Xi

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The Tukey T -method leads to the simultaneous confidence intervals

X j· − Xi·

−

μj − μi

& ≤

Cσˆ √sn(n − 1)

for all i, j. (9.144)

[The probability of (9.144) is independent of the μ’s and hence equal to 1 − αs.]

Section9.6

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Testing Statistical Hypotheses Volume I

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Authors: E.L. Lehmann, Joseph P. Romano

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Testing Statistical Hypotheses Volume I

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