ABSTRACT

For this design , r =I - I, p* = I , andf = N - 1. The exact two-sided l - 2o: confidence interval on A proposed by

G(A) = F oc:r J (B.2)

where

G(A) = Fl-oc:r.f (B.3)

!11 = nonzero eigenvalue of C; C = Z'(!N-X(X'X)0 X')Z

t' = D-112V'Z'(l - X(X'XfX')Y - N -

and

The function G(A.) is a convex and monotonically nonincreasing function of A. for 0 =s A < co with G(O) = fi/it11(rSSE). L* is defined to zero if G(O) < F a:r J· If G(O) < F t-a:r J• L * and U* are both defined to be zero.