Open Access
June 2005 A modified second order Bonferroni approximation in elliptical populations with unequal sample sizes
Naoya Okamoto
Author Affiliations +
SUT J. Math. 41(2): 205-225 (June 2005). DOI: 10.55937/sut/1159987166

Abstract

The approximate upper percentile of Hotelling’s T2-type statistic is derived in order to construct simultaneous confidence intervals for pairwise multiple comparisons and comparisons with a control under elliptical populations. The accuracy and conservativeness of the first and the modified second order Bonferroni approximations are evaluated via a Monte Carlo simulation study.

Acknowledgements

The author would like to express his sincere gratitude to Professor Takashi Seo for his useful comments and encouragement. The author would like to thank the referee for his helpful advice and suggestions.

Citation

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Naoya Okamoto. "A modified second order Bonferroni approximation in elliptical populations with unequal sample sizes." SUT J. Math. 41 (2) 205 - 225, June 2005. https://doi.org/10.55937/sut/1159987166

Information

Received: 10 November 2005; Published: June 2005
First available in Project Euclid: 18 June 2022

Digital Object Identifier: 10.55937/sut/1159987166

Subjects:
Primary: 34E05 , 62E20 , 65C05

Keywords: asymptotic expansion , Bonferroni’s inequality , elliptical distribution , Monte Carlo simulation , simultaneous confidence interval

Rights: Copyright © 2005 Tokyo University of Science

Vol.41 • No. 2 • June 2005
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