Chen, Hubert J.; Li, Hsiu-Ling; Wen, Miin-Jye - In: Computational Statistics & Data Analysis 52 (2008) 10, pp. 4801-4813
A single-sample sampling procedure for obtaining an optimal confidence interval for the largest or smallest mean of several correlated normal populations is proposed. It is assumed that the common variance is either known or unknown and the common correlation coefficient is a given non-negative...