On the Relationship Between Stepwise Decision Procedures and Confidence Sets
研究了逐步决策程序与同时置信区间两种推断方法的关系，以正态分布假设下的k=2示例说明，构建与决策程序相关的置信集可在不增加错误率的情况下提供更多信息，并讨论了按需设计新决策程序和置信集。
Abstract This article considers the relationship between two standard methods of inference on a set of A: unknown parameters, namely stepwise decision procedures and the construction of simultaneous confidence intervals. Illustrative examples with k = 2 are discussed for one-sided step-down and step-up decision procedures and for a two-sided step-down decision procedure. For these examples with normal distributional assumptions, a set of confidence intervals associated with the decision procedure is constructed that provides additional information at no increase in the error rate. The implication of this work is that commonly used stepwise decision procedures are per se not providing as complete an inference as is available. The construction of new decision procedures and confidence sets designed specifically to meet an experimenter's particular requirements is also discussed.