Abstract

This paper presents a procedure for simultaneous confidence interval estimation for the differences of means of several normal populations with unknown coefficients of variation. The proposed approaches are a generalized confidence interval approach (GCI approach) and method of variance estimates recovery approach (MOVER approach). A Monte Carlo simulation was used to evaluate the performance in terms of coverage probability, average width and standard error. The simulation results indicated that the GCI and MOVER approaches are satisfactory in terms of the coverage probability, but the average widths of the MOVER approach are slightly shorter than the average widths of the GCI approach. The proposed approaches are illustrated by an example.

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