Under the multivariate normal setup, the bioequivalence problem is studied, using the confidence approach. First a confidence set which has smallest expected effective length at the origin is proposed. For the known variance case, its induced test can be shown to have constant level a. Also, it is unbiased and uniformly most powerful among equivariant tests. For the unknown variance case, an approximated confidence set is proposed. The induced test enjoys similar good properties. Simulation shows that our test substantially outperforms some existing tests, in general
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