A Confidence Region With Multiple Intervals In Multivariate Bioassay

The exact confidence region for log relative potency resulting from likelihood score methods (Williams (1988) An exact confidence interval for the relative potency estimated from a multivariate bioassay, Biometrics, 44:861-868) will very likely consist of two disjoint confidence intervals. The two methods proposed by Williams which aim to select just one (the same) confidence interval from the confidence region are nearly -- but not completely -- consistent. The likelihood score interval and likelihood ratio interval are asymptotically equivalent. Williams' very strong claim concerning the confidence coefficient in the second selection method is still theoretically unproved; yet, simulations show that it is true for a wide range of practical experimental situations.