Multiple testing for pairwise comparisons in a one way fixed and balanced analysis of variance model is studied. Normality, independence and homogeneity of variance is assumed. Two sided alternatives are considered. The usual stepwise procedures are shown to lack an intuitive and important interval property for acceptance sections of individual tests. This renders them inadmissible in terms of both types of errors. Alternative procedures that do have the interval property are suggested. The new procedures are compared to the standard procedures in terms of power and in terms of practicality. One of the new procedures follows logical restrictions which may be a desirable property in some instances.
Digital Object Identifier: 10.1214/10-IMSCOLL610