MULTIPLE COMPARISON PROCEDURE OF DUNNETT'S TYPE FOR MULTIVARIATE NORMAL MEANS

Abstract

In this study we consider the multiple comparison of Dunnett's type for several multivariate normal means (Dunnett, 1955). We derive a formula to determine a critical value satisfying a specified significance level for our multiple comparison procedure. Alternatively we determine approximate critical values. Here we use two simple methods for the approximation based on Bonferroni's inequality and the product inequality respectively. Then we consider the power of the test. Here we focus on the all-pairs power among various kinds of definitions for the power of the test of multiple comparison. Finally we give some numerical examples regarding the critical value and the power of the test.