SECOND-ORDER PROPERTIES OF A TWO-STAGE PROCEDURE FOR COMPARING SEVERAL TREATMENTS WITH A CONTROL

Abstract

The problem of constructing a set of fixed-width simultaneous confidence intervals for the treatment-control differences of means is considered for several independent normal populations with a common unknown variance. A two-stage procedure is developed for such inference and its asymptotic characteristics are studied up to the second order. The associated results are also provided for all pairwise comparisons problem. Finally, performances of the proposed two-stage procedure are compared for both small and moderate sample sizes in several cases.