Abstract
This paper provides procedures for constructing simultaneous prediction intervals for multiple comparisons with a standard. Past random samples from k normal populations having common variance are used to construct two-sided and one-sided simultaneous prediction intervals for the differences between the future means of independent random sample from each of these populations compared to a standard. These prediction intervals are particularly useful if one has sampled the performance of several products and wishes to simultaneously predict the differences between future sample mean performance of these products and a standard with a predetermined joint probability. Methods on sample size determination are also given. The procedures are illustrated with a numerical example.
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Cheung, S.H., Wu, K.H. & Lim, S.P. Simultaneous prediction intervals for multiple comparisons with a standard. Statistical Papers 43, 337–347 (2002). https://doi.org/10.1007/s00362-002-0108-9
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DOI: https://doi.org/10.1007/s00362-002-0108-9