The problem of determining upper limits to the range of means of several independent normal variables with possibly different variances is considered. Simultaneous confidence regions based on others' work yield confidence limits which are rather conservative. We then approach the problem from a fiducial viewpoint and derive the equation which yields the exact fiducial upper limit.
"Upper Confidence and Fiducial Limits to the Range of Several Means." Ann. Statist. 3 (2) 473 - 477, March, 1975. https://doi.org/10.1214/aos/1176343074