In this paper, two-sample procedures of the type originated by Stein  are developed for a number of problems in simultaneous estimation. The results include the construction of simultaneous confidence intervals of prescribed length or lengths and confidence coefficient $1 - \alpha$ for (1) all normalized linear functions of means, (2) all differences between means, and (3) the means of $k$ independent normal populations with common unknown variance. Simultaneous confidence intervals of length $l$ and confidence coefficients known to be not less than $1 - \alpha$ are constructed for all normalized linear functions of the means of a general multivariate normal population. The single sample analogues of these problems have been discussed by Tukey , Scheffe  and Bose and Roy . Also, a confidence region having prescribed diameter (or volume) and confidence coefficient $1 - \alpha$ is constructed for the mean vector in the general multivariate normal case. The procedures depend only on known and tabulated distributions. Illustrative applications from the analysis of variance are described.
"Two-Sample Procedures in Simultaneous Estimation." Ann. Math. Statist. 27 (3) 687 - 702, September, 1956. https://doi.org/10.1214/aoms/1177728176