On the conservative simultaneous confidence procedures for multiple comparisons among mean vectors

In this paper, conservative simultaneous confidence intervals for multiple comparisons among mean vectors in multivariate normal distributions are considered. Some properties of the multivariate Tukey-Kramer procedure for pairwise comparisons and the conservative simultaneous confidence procedure for comparisons with a control are presented. Particularly, the upper bound for the conservativeness of the simultaneous confidence procedure for comparisons with a control is obtained. Finally, numerical results by Monte Carlo simulations and an example to illustrate the procedure are given.