The reader is referred to Miller (1

The reader is referred to Miller (1981) for more complete presentations on
Bonferroni and Scheff 'e methods. Since the Scheff 'e method provides simultaneous
confidence statements on all linear functions of a set of parameters,
the Scheff 'e intervals will tend to be longer than Bonferroni intervals, particularly
when a small number of simultaneous statements is involved (Miller,
1981). One would choose the method that gave the shorter intervals for the
particular application.