In this paper we present a first general proof of Tukey's (1953) conjecture concerning the extension of the Tukey multiple comparisons procedure to the case of unequal sample sizes, thereby proving that the so-called Tukey-Kramer procedure is conservative in all cases. Also a brief history of the conjecture is given and some extensions and further problems concerning the procedure are discussed.
"A Proof of the Conjecture that the Tukey-Kramer Multiple Comparisons Procedure is Conservative." Ann. Statist. 12 (1) 61 - 75, March, 1984. https://doi.org/10.1214/aos/1176346392