| Abstract: | The studentized range test is a widely applied statistical procedure to compare several normal means within the analysis of variance. However, up to now no general methodology is available to perform the all-pair comparisons precisely, such as the computation of p-values or quantiles in the simple unbalanced one-way layout. Instead, a variety of approximations have been proposed in the past. This article focuses on exact computations of simultaneous confidence intervals and exact sample size determinations for all-pair comparisons in the analysis of variance involving arbitrary variance-covariance matrices. General power expressions in closed form are developed and numerical issues concerning the arising multivariate central and noncentral t-distributions are discussed. An application to the usual fixed effects analysis of covariance illustrates the use of the obtained results. |
