This is a vector of length 2. It consists of the lower and
upper limits in the integral. Checking is carried out to ensure that is of
length two, and that limit.vec[1]
theta.diff
A vector of length p-1, where p is the number of populations
of treatments. Coordinate [i] in theta.diff corresponds to $\theta_i -
\theta_{i+1}$. See genDelMat.
sigma.2
The known variance of the error terms.
n
The number of replications per population.
Value
The function returns a scalar value that is the value of the integral
in equation (4) of page 7, defined by the lower and upper limits provided
here.
Details
This function evaluates the integral, and works with the lower and
upper limits that it is given. If one desires to compute the coverage
probability for an interval defined by $X_{(1)} \pm c$, then the user should
look at the function exactCoverageProb in this package.