A new two-stage multiple comparison procedure for comparing several exponential populations with a control under heteroscedasticity

A new two-stage multiple comparison procedure, which maintains power at a pre-specified level, is proposed to construct simultaneous confidence intervals (SCIs) for the distances of location parameters of k treatments from the location of control under heteroscedasticity of scale parameters by taking k+1 members of two parameter exponential distributions. Simulation study reveals that the proposed two-stage procedure performs better than the existing two-stage procedure of Lam and Ng (1990) in terms of coverage probability and average volume of the simultaneous confidence intervals. No additional tables are required to implement the proposed procedure. Implementation of proposed procedure is demonstrated by taking real life data.