A GENERALIZED TUKEY CONJECTURE FOR MULTIPLE COMPARISONS AMONG MEAN VECTORS

In this article the Tukey-Kramer procedure for multiple comparisons of Pairwise differences of mean vectors in multivariate normal distribut ions is considered. A multivariate version of the Tukey-Kramer procedu re is presented, and a generalized Tukey conjecture of the conservativ eness of the simultaneous confidence intervals for all pairwise compar isons by this procedure is affirmatively proved in the case of three c orrelated mean vectors. Some properties of the multivariate Tukey-Kram er procedure are also presented, and simulation results for some selec ted parameters are given.