In this paper we present a first general proof of Tukey's (1953) conjecture concerning the extension of the Tukey multiple comparisons procedure to the case of unequal sample sizes, thereby proving that the so-called Tukey-Kramer procedure is conservative in all cases. Also a brief history of the conjecture is given and some extensions and further problems concerning the procedure are discussed.
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Anthony J. Hayter (1984) studied this question.
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