Abstract
The problem of constructing fixed-width simultaneous confidence intervals for comparing mean vectors ofk(⩾2) independent multivariate normal distributions is considered when those covariance matrices have the intraclass correlation structures. Two-stage procedures are developed for which the simultaneous confidence levels are shown to beat least1−α, the preassigned nominal value, 0<α<1. Asymptotic efficiency properties are addressed. In the case of fixed and finite initial sample size, efficiency related issues are also discussed.
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