在多個相關的常態母體中，使用單一抽樣方法求得最大均數或最小均數之最優信賴區間。假設資料具有共同且未知的變異數，以及具有共同已知且為非負的的相關係數，依據最適均數組合配置，在任意信賴常數下，首先求得信賴區間涵蓋機率下限，然後調整信賴常數，求得最大化的涵蓋機率並達到預定高水準（例如95%信賴水準）。在相關的常態母體中，最大（最小）均數之最優信賴區間，所必須的臨界值已經製成統計表格於附錄中。最後，將本信賴區間應用於共同基金報酬率的估計上。

　　A single-sample sampling procedure for obtaining an optimal confidence interval for the largest or smallest mean of several correlated normal populations is proposed. It is assumed that the common variance is unknown and the common correlation coefficient is a given non-negative value. This optimal confidence interval is obtained by maximizing the coverage probability with the expected confidence width being fixed at a least favorable configuration of means.Tables of the critical values are made to implement the optimal confidence interval
for the largest (or smallest) mean of correlated normal populations. Finally, we apply this optimal confidence interval procedure to obtain an optimal confidence interval for the largest return of diversified mutual funds in the United States.

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