Bounds and approximations for pairwise comparisons of independent multinormal means

Abstract

Properties and relationships of some commonly used probability bounds, along with other recently developed bounds and approximations, are evaluated for their performance with pairwise comparisons. The comparisons are of independent sample means obtained from normal random variables with a common variance. Computational methods are presented and numerical results are used to further evaluate the performance of the bounds.

Keywords:

• Dependence
• MTP₂
• Multiple Comparisons
• Multivariate
• Normal