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Tukey's range test

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Notice that the point estimator and the estimated variance are the same as those for a single pairwise comparison. The only difference between the confidence limits for simultaneous comparisons and those for a single comparison is the multiple of the estimated standard deviation.
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used to determine the level of significance of the differences considered in Tukey's test has vastly broader application: It is useful for researchers who have searched their collected data for remarkable differences between groups, but then cannot validly determine
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is the standard deviation of the entire design, not just that of the two groups being compared. It is possible to work with unequal sample sizes. In this case, one has to calculate the estimated standard deviation for each pairwise comparison as formalized by
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their discovered stand-out difference is using standard statistical distributions used for other conventional statistical tests, for which the data must have been selected at random. Since when stand-out data is compared it was by definition
1480:{\displaystyle {\bar {y}}_{i\bullet }-{\bar {y}}_{j\bullet }\ \pm \ {\frac {\ q_{\ \alpha \ ;\ k\ ;\ N-k}\ }{\ {\sqrt {2\ }}\ }}\ {\widehat {\sigma }}_{\varepsilon }\ {\sqrt {{\frac {2}{n}}\ }}\quad :\quad i,\ j=1,\ldots ,k\quad i\neq j~.} 1784:{\displaystyle {\bar {y}}_{i\bullet }-{\bar {y}}_{j\bullet }\ \pm \ {\frac {\ q_{\ \alpha \ ;\ k\ ;\ N-k}\ }{\ {\sqrt {2\ }}\ }}\ {\widehat {\sigma }}_{\varepsilon }\ {\sqrt {\ {\frac {\ 1\ }{n_{i}}}\ +\ {\frac {\ 1\ }{n_{j}}}\ }}\ } 2055:
Morrison, S.; Sosnoff, J.J.; Heffernan, K.S.; Jae, S.Y.; Fernhall, B. (2013). "Aging, hypertension and physiological tremor: The contribution of the cardioballistic impulse to tremorgenesis in older adults".
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selected at random, but rather specifically chosen because it was extreme, it needs a different, stricter interpretation provided by the likely frequency and size of the
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Tukey's test compares the means of every treatment to the means of every other treatment; that is, it applies simultaneously to the set of all pairwise comparisons
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for all the samples; its calculation is discussed in the following sections. This gives rise to the normality assumption of Tukey's test.
2157:"Logical contradictions in the one-way ANOVA and Tukey–Kramer multiple comparisons tests with more than two groups of observations" 2144:
Linton, L.R.; Harder, L.D. (2007). Lecture notes (Report). Biology 315: Quantitative biology. Calgary, AB: University of Calgary.
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It is possible to generate a set of pseudorandom samples of strictly negative measure such that hypothesis
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statistical procedure to render the output of this test more transparent to non-statistician audiences.
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of the difference between means that have been selected for comparison because of their extreme values.
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There is equal within-subgroup variance across the subgroups associated with each mean in the test (
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has been tabulated and appears in many textbooks on statistics. In some tables the distribution of
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Both ANOVA and Tukey–Kramer tests are based on the same assumptions. However, these two tests for
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obtained from the distribution, the two means are said to be significantly different at level
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from these samples. Then the following random variable has a Studentized range distribution:
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Also note that the sample sizes must be equal when using the studentized range approach.
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for Tukey's test states that all means being compared are from the same population (i.e.
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in 1956, so the procedure for unequal sample sizes is sometimes referred to as the
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and identifies any difference between two means that is greater than the expected
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respectively. The degrees of freedom for the whole design is also applied.
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factor. To understand which table it is, we can compute the result for
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for all pairwise comparisons with confidence coefficient of at least
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For unequal sample sizes, the confidence coefficient is greater than
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given above is the basis of the critically significant value for
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In other words, the Tukey method is conservative when there are
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Tukey's test is based on a formula very similar to that of the
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rate, or the probability of rejecting a true null hypothesis;
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The subgroups associated with each mean in the test are
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discussed below, and is based on these three factors:
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The method was initially developed and introduced by
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Also occasionally described as "honestly", see e.g.
1986: 1920: 1783: 1528: 1479: 1167: 1102: 1069: 1036: 992: 875:is the largest of these sample means, and suppose 867: 817: 723: 635: 485: 312: 277: 224: 177: 636:{\displaystyle \ \alpha ~:~0\leq \alpha \leq 1~.} 278:{\displaystyle \ \alpha ~:~0\leq \alpha \leq 1~.} 510:are the two means being compared, and SE is the 200:, when all sample sizes are equal, is exactly 2236:National Institute of Standards and Technology 1110:the number of degrees of freedom for each mean 868:{\displaystyle \ {\bar {y}}_{\mathsf {max}}\ } 818:{\displaystyle \ {\bar {y}}_{\mathsf {min}}\ } 521:is the sample's test statistic. (The notation 1077:the number of sub-populations being compared; 8: 1859:) may result in logical contradictions when 61:. It can be used to correctly interpret the 2215:(8th ed.). Wiley. Section 3.5.7. 825:is the smallest of these sample means and 2192: 2174: 2139: 2137: 1958: 1895: 1765: 1748: 1731: 1714: 1709: 1700: 1689: 1688: 1668: 1621: 1611: 1593: 1582: 1581: 1568: 1557: 1556: 1553: 1517: 1506: 1505: 1499: 1411: 1409: 1400: 1389: 1388: 1368: 1321: 1311: 1293: 1282: 1281: 1268: 1257: 1256: 1253: 1188:with the same degrees of freedom and the 1152: 1147: 1090: 1089: 1084: 1055: 1022: 974: 969: 945: 944: 934: 917: 916: 906: 899: 891: 849: 848: 837: 836: 830: 799: 798: 787: 786: 780: 706: 705: 700: 595: 559:test statistic can then be compared to a 462: 461: 441: 440: 426: 425: 410: 400: 399: 393: 374:. In fact, Tukey's test is essentially a 290: 237: 205: 163: 150: 144: 16:Statistical test for multiple comparisons 747:. Suppose that we take a sample of size 563:value for the chosen significance level 2018: 1828:Comparing ANOVA and Tukey–Kramer tests 1131:is the total number of observations.) 1103:{\displaystyle \ {\mathsf {df}}\quad } 1094: 1091: 952: 949: 946: 924: 921: 918: 856: 853: 850: 806: 803: 800: 710: 707: 466: 463: 442: 427: 401: 2230:. e-Handbook of Statistical Methods. 2028:"One-way ANOVA – independent samples" 1921:{\displaystyle \ 1-\alpha >0.95\ } 545:, regardless of the original sign of 7: 2059:Journal of the Neurological Sciences 1184:and compare it to the result of the 514:for the sum of the means. The value 178:{\displaystyle \mu _{i}-\mu _{j}\ ,} 110:, it compares all possible pairs of 1987:{\displaystyle \ 1-\alpha =0.975~.} 724:{\displaystyle \ {\mathsf {SE}}\ ,} 378:-test, except that it corrects for 327:This test is often followed by the 2213:Design and Analysis of Experiments 1890:is rejected at significance level 1003:This definition of the statistic 340:The observations being tested are 98:" is an example where it is used. 14: 2155:Gurvich, V.; Naumova, M. (2021). 1869:even if the assumptions do hold. 1168:{\displaystyle \ {\sqrt {2\ }}\ } 1202:cumulative distribution function 1037:{\displaystyle \ \alpha ~\quad } 385:The formula for Tukey's test is 39:Tukey's honest significance test 2211:Montgomery, Douglas C. (2013). 1461: 1430: 1426: 1142:has been tabulated without the 1099: 1066: 1033: 47:honestly significant difference 1587: 1562: 1287: 1262: 842: 792: 745:studentized range distribution 569:studentized range distribution 116:studentized range distribution 78:studentized range distribution 1: 313:{\displaystyle \ 1-\alpha ~.} 225:{\displaystyle \ 1-\alpha \ } 2232:itl.nist.gov/div898/handbook 939: 911: 344:within and among the groups. 329:Compact Letter Display (CLD) 2283: 1070:{\displaystyle \ k~\quad } 755:populations with the same 743:The Tukey method uses the 691:, estimated by the merged 94:; the modern practice of " 21:Tukey mean-difference test 18: 2072:10.1016/j.jns.2013.01.016 1953:is not rejected even at 1816:are the sizes of groups 1186:Student's t-distribution 582:than the critical value 106:The test is named after 63:statistical significance 19:Not to be confused with 735:The studentized range ( 356:homogeneity of variance 2240:Department of Commerce 2003:Family-wise error rate 1988: 1922: 1785: 1530: 1481: 1169: 1104: 1071: 1038: 994: 881:pooled sample variance 869: 819: 725: 684:) with the same model 637: 487: 380:family-wise error rate 314: 279: 226: 194:confidence coefficient 179: 1989: 1923: 1786: 1545:which is as follows: 1531: 1482: 1170: 1105: 1072: 1039: 995: 870: 820: 726: 682:central limit theorem 638: 541:with the sign set to 488: 315: 280: 227: 180: 2267:Multiple comparisons 2257:Analysis of variance 1957: 1894: 1552: 1498: 1252: 1146: 1134:The distribution of 1083: 1054: 1021: 890: 829: 779: 699: 594: 567:from a table of the 392: 349:normally distributed 322:unequal sample sizes 289: 236: 204: 143: 114:, and is based on a 74:Analysis of Variance 2194:10.3390/sym13081387 2185:2021Symm...13.1387G 2008:Newman–Keuls method 1543:Tukey–Kramer method 757:normal distribution 537:; the magnitude of 55:multiple comparison 53:, is a single-step 2038:on 17 October 2008 1984: 1918: 1781: 1526: 1477: 1165: 1100: 1067: 1034: 990: 865: 815: 721: 686:standard deviation 633: 483: 363:The test statistic 310: 275: 222: 175: 27:Tukey's range test 2262:Statistical tests 1980: 1962: 1917: 1899: 1780: 1776: 1775: 1771: 1759: 1753: 1747: 1741: 1737: 1725: 1719: 1713: 1708: 1697: 1686: 1682: 1680: 1676: 1675: 1667: 1662: 1648: 1642: 1636: 1630: 1624: 1616: 1610: 1604: 1590: 1565: 1525: 1514: 1503: 1473: 1439: 1424: 1423: 1419: 1408: 1397: 1386: 1382: 1380: 1376: 1375: 1367: 1362: 1348: 1342: 1336: 1330: 1324: 1316: 1310: 1304: 1290: 1265: 1233:confidence limits 1227:Confidence limits 1210:quantile function 1164: 1160: 1159: 1151: 1088: 1065: 1059: 1032: 1026: 988: 986: 982: 965: 960: 942: 914: 904: 864: 845: 834: 814: 795: 784: 775:and suppose that 717: 704: 629: 611: 605: 599: 479: 475: 473: 460: 455: 415: 306: 294: 271: 253: 247: 241: 221: 209: 171: 92:studentized range 2274: 2243: 2228:"Tukey's method" 2216: 2199: 2198: 2196: 2178: 2152: 2146: 2145: 2141: 2132: 2131: 2090: 2084: 2083: 2047: 2045: 2043: 2034:. Archived from 2026:Lowry, Richard. 2023: 1993: 1991: 1990: 1985: 1978: 1960: 1952: 1951: 1927: 1925: 1924: 1919: 1915: 1897: 1889: 1888: 1868: 1866: 1858: 1835: 1823: 1819: 1815: 1814: 1804: 1803: 1790: 1788: 1787: 1782: 1778: 1777: 1773: 1772: 1770: 1769: 1760: 1757: 1751: 1749: 1745: 1739: 1738: 1736: 1735: 1726: 1723: 1717: 1715: 1711: 1710: 1706: 1705: 1704: 1699: 1698: 1690: 1684: 1683: 1681: 1678: 1677: 1673: 1669: 1665: 1663: 1660: 1659: 1658: 1646: 1640: 1634: 1628: 1622: 1614: 1612: 1608: 1602: 1601: 1600: 1592: 1591: 1583: 1576: 1575: 1567: 1566: 1558: 1535: 1533: 1532: 1527: 1523: 1522: 1521: 1516: 1515: 1507: 1501: 1486: 1484: 1483: 1478: 1471: 1437: 1425: 1421: 1420: 1412: 1410: 1406: 1405: 1404: 1399: 1398: 1390: 1384: 1383: 1381: 1378: 1377: 1373: 1369: 1365: 1363: 1360: 1359: 1358: 1346: 1340: 1334: 1328: 1322: 1314: 1312: 1308: 1302: 1301: 1300: 1292: 1291: 1283: 1276: 1275: 1267: 1266: 1258: 1245: 1243: 1223: 1221: 1215: 1207: 1195: 1193: 1183: 1182: 1174: 1172: 1171: 1166: 1162: 1161: 1157: 1153: 1149: 1141: 1137: 1130: 1126: 1124: 1109: 1107: 1106: 1101: 1098: 1097: 1086: 1076: 1074: 1073: 1068: 1063: 1057: 1043: 1041: 1040: 1035: 1030: 1024: 1013: 1006: 999: 997: 996: 991: 989: 987: 984: 983: 978: 970: 963: 961: 958: 957: 956: 955: 943: 935: 929: 928: 927: 915: 907: 902: 900: 878: 874: 872: 871: 866: 862: 861: 860: 859: 847: 846: 838: 832: 824: 822: 821: 816: 812: 811: 810: 809: 797: 796: 788: 782: 774: 773: 754: 750: 738: 730: 728: 727: 722: 715: 714: 713: 702: 690: 679: 643: 642: 640: 639: 634: 627: 609: 603: 597: 588: 574: 566: 562: 555: 548: 544: 540: 536: 528: 526: 517: 506: 499: 492: 490: 489: 484: 477: 476: 474: 471: 470: 469: 458: 456: 453: 452: 448: 447: 446: 445: 432: 431: 430: 413: 411: 406: 405: 404: 377: 371: 319: 317: 316: 311: 304: 292: 284: 282: 281: 276: 269: 251: 245: 239: 231: 229: 228: 223: 219: 207: 184: 182: 181: 176: 169: 168: 167: 155: 154: 130: 125: 121: 59:statistical test 29:, also known as 2282: 2281: 2277: 2276: 2275: 2273: 2272: 2271: 2247: 2246: 2226: 2223: 2210: 2207: 2205:Further reading 2202: 2154: 2153: 2149: 2143: 2142: 2135: 2112:10.2307/3001913 2092: 2091: 2087: 2054: 2051: 2041: 2039: 2025: 2024: 2020: 2016: 1999: 1955: 1954: 1950: 1943: 1936: 1930: 1929: 1892: 1891: 1887: 1880: 1874: 1873: 1861: 1860: 1856: 1850: 1843: 1837: 1833: 1830: 1821: 1817: 1812: 1807: 1806: 1801: 1796: 1795: 1761: 1750: 1727: 1716: 1687: 1664: 1617: 1613: 1580: 1555: 1550: 1549: 1504: 1496: 1495: 1387: 1364: 1317: 1313: 1280: 1255: 1250: 1249: 1238: 1236: 1229: 1219: 1217: 1213: 1205: 1191: 1189: 1177: 1176: 1144: 1143: 1139: 1135: 1128: 1116: 1114: 1081: 1080: 1052: 1051: 1019: 1018: 1012: 1008: 1004: 962: 933: 905: 901: 888: 887: 876: 835: 827: 826: 785: 777: 776: 760: 759: 752: 748: 741: 736: 697: 696: 688: 677: 671: 664: 657: 651: 648:null hypothesis 592: 591: 590: 587: 583: 577: 572: 564: 560: 558: 553: 546: 542: 538: 534: 524: 522: 520: 515: 509: 504: 502: 497: 457: 436: 421: 420: 416: 412: 395: 390: 389: 375: 369: 365: 337: 287: 286: 234: 233: 202: 201: 159: 146: 141: 140: 128: 123: 119: 104: 83:how significant 24: 17: 12: 11: 5: 2280: 2278: 2270: 2269: 2264: 2259: 2249: 2248: 2245: 2244: 2222: 2221:External links 2219: 2218: 2217: 2206: 2203: 2201: 2200: 2147: 2133: 2085: 2066:(1–2): 68–74. 2053: 2052: 2017: 2015: 2012: 2011: 2010: 2005: 1998: 1995: 1983: 1977: 1974: 1971: 1968: 1965: 1948: 1941: 1934: 1914: 1911: 1908: 1905: 1902: 1885: 1878: 1854: 1848: 1841: 1829: 1826: 1810: 1799: 1792: 1791: 1768: 1764: 1756: 1744: 1734: 1730: 1722: 1703: 1696: 1693: 1672: 1657: 1654: 1651: 1645: 1639: 1633: 1627: 1620: 1607: 1599: 1596: 1589: 1586: 1579: 1574: 1571: 1564: 1561: 1520: 1513: 1510: 1488: 1487: 1476: 1470: 1467: 1464: 1460: 1457: 1454: 1451: 1448: 1445: 1442: 1436: 1433: 1429: 1418: 1415: 1403: 1396: 1393: 1372: 1357: 1354: 1351: 1345: 1339: 1333: 1327: 1320: 1307: 1299: 1296: 1289: 1286: 1279: 1274: 1271: 1264: 1261: 1228: 1225: 1156: 1112: 1111: 1096: 1093: 1078: 1062: 1049: 1029: 1010: 1001: 1000: 981: 977: 973: 968: 954: 951: 948: 941: 938: 932: 926: 923: 920: 913: 910: 898: 895: 858: 855: 852: 844: 841: 808: 805: 802: 794: 791: 740: 739:) distribution 733: 720: 712: 709: 693:standard error 675: 669: 662: 655: 632: 626: 623: 620: 617: 614: 608: 602: 585: 575: 556: 531:absolute value 518: 512:standard error 507: 500: 494: 493: 482: 468: 465: 451: 444: 439: 435: 429: 424: 419: 409: 403: 398: 364: 361: 360: 359: 352: 345: 336: 333: 309: 303: 300: 297: 274: 268: 265: 262: 259: 256: 250: 244: 218: 215: 212: 190:standard error 186: 185: 174: 166: 162: 158: 153: 149: 133:. See below). 103: 100: 57:procedure and 15: 13: 10: 9: 6: 4: 3: 2: 2279: 2268: 2265: 2263: 2260: 2258: 2255: 2254: 2252: 2241: 2237: 2233: 2229: 2225: 2224: 2220: 2214: 2209: 2208: 2204: 2195: 2190: 2186: 2182: 2177: 2172: 2168: 2164: 2163: 2158: 2151: 2148: 2140: 2138: 2134: 2129: 2125: 2121: 2117: 2113: 2109: 2106:(2): 99–114. 2105: 2101: 2100: 2095: 2089: 2086: 2081: 2077: 2073: 2069: 2065: 2061: 2060: 2049: 2048: 2037: 2033: 2029: 2022: 2019: 2013: 2009: 2006: 2004: 2001: 2000: 1996: 1994: 1981: 1975: 1972: 1969: 1966: 1963: 1947: 1940: 1933: 1912: 1909: 1906: 1903: 1900: 1884: 1877: 1870: 1864: 1857: 1847: 1840: 1836:groups (i.e. 1827: 1825: 1813: 1802: 1766: 1762: 1754: 1742: 1732: 1728: 1720: 1701: 1694: 1691: 1670: 1655: 1652: 1649: 1643: 1637: 1631: 1625: 1618: 1605: 1597: 1594: 1584: 1577: 1572: 1569: 1559: 1548: 1547: 1546: 1544: 1540: 1518: 1511: 1508: 1492: 1474: 1468: 1465: 1462: 1458: 1455: 1452: 1449: 1446: 1443: 1440: 1434: 1431: 1427: 1416: 1413: 1401: 1394: 1391: 1370: 1355: 1352: 1349: 1343: 1337: 1331: 1325: 1318: 1305: 1297: 1294: 1284: 1277: 1272: 1269: 1259: 1248: 1247: 1246: 1242: 1234: 1226: 1224: 1211: 1203: 1199: 1196:In addition, 1187: 1180: 1154: 1132: 1123: 1119: 1079: 1060: 1050: 1047: 1027: 1017: 1016: 1015: 979: 975: 971: 966: 936: 930: 908: 896: 893: 886: 885: 884: 882: 839: 789: 771: 767: 763: 758: 751:from each of 746: 734: 732: 718: 694: 687: 683: 678: 668: 661: 654: 649: 644: 630: 624: 621: 618: 615: 612: 606: 600: 581: 570: 550: 532: 513: 480: 449: 437: 433: 422: 417: 407: 396: 388: 387: 386: 383: 381: 373: 362: 357: 353: 350: 346: 343: 339: 338: 334: 332: 330: 325: 323: 307: 301: 298: 295: 272: 266: 263: 260: 257: 254: 248: 242: 216: 213: 210: 199: 195: 191: 172: 164: 160: 156: 151: 147: 139: 138: 137: 134: 132: 117: 113: 109: 101: 99: 97: 93: 89: 84: 79: 75: 71: 66: 64: 60: 56: 52: 48: 44: 40: 36: 32: 28: 22: 2234:. SEMATECH. 2231: 2212: 2166: 2160: 2150: 2103: 2097: 2088: 2063: 2057: 2040:. Retrieved 2036:the original 2031: 2021: 1945: 1938: 1931: 1882: 1875: 1871: 1862: 1852: 1845: 1838: 1831: 1808: 1797: 1793: 1542: 1539:Clyde Kramer 1493: 1489: 1240: 1230: 1178: 1133: 1121: 1117: 1113: 1046:Type I error 1002: 769: 765: 761: 742: 673: 666: 659: 652: 645: 579: 551: 495: 384: 366: 326: 187: 135: 105: 87: 67: 50: 46: 42: 38: 35:Tukey method 34: 31:Tukey's test 30: 26: 25: 2169:(8): 1387. 2094:Tukey, John 1244:  are 342:independent 335:Assumptions 102:Development 96:data mining 72:for use in 43:Tukey's HSD 2251:Categories 2176:2104.07552 2099:Biometrics 2042:4 December 2032:Vassar.edu 2014:References 1231:The Tukey 646:Since the 529:means the 108:John Tukey 70:John Tukey 1970:α 1967:− 1907:α 1904:− 1702:ε 1695:^ 1692:σ 1653:− 1626:α 1606:± 1598:∙ 1588:¯ 1578:− 1573:∙ 1563:¯ 1519:ε 1512:^ 1509:σ 1466:≠ 1453:… 1402:ε 1395:^ 1392:σ 1353:− 1326:α 1306:± 1298:∙ 1288:¯ 1278:− 1273:∙ 1263:¯ 1200:offers a 1028:α 940:¯ 931:− 912:¯ 897:≡ 843:¯ 793:¯ 622:≤ 619:α 616:≤ 601:α 578:value is 571:. 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Index

Tukey mean-difference test
multiple comparison
statistical test
statistical significance
John Tukey
Analysis of Variance
studentized range distribution
how significant
studentized range
data mining
John Tukey
means
studentized range distribution
t-test
standard error
confidence coefficient
set
unequal sample sizes
Compact Letter Display (CLD)
independent
normally distributed
homogeneity of variance
t-test
family-wise error rate
standard error
absolute value
studentized range distribution
null hypothesis
central limit theorem
standard deviation

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