Improved simultaneous confidence intervals for linear contrasts and regression parameters

A well known method for obtaining conservative simultaneous confidence intervals for the K parameters in a linear regression model, or for K linear contrasts, is based on the percentage points of the Studentized maximum modulus distribution. From an inequality due to Sidak, conservative yet uniformly shorter confidence intervals would be possible if the percentage points of a particular form of the multivariate t distribution were available. The purpose of this paper is to provide the required percentage points. For K<8 the resulting confidence intervals can be substantially shorter.