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A note on three-stage confidence intervals for the difference of locations: The exponential case

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Abstract

Fixed-width confidence intervals for the difference of location parameters of two independent negative exponential distributions are constructed via triple sampling when the scale parameters are unknown and unequal. The present three-stage estimation methodology is put forth because (i) it is operationally more convenient than the existing purely sequential counterpart, and (ii) the three-stage and the purely sequential estimation techniques have fairly similar asymptotic second-order characteristics.

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Authors and Affiliations

  1. Department of Statistics, University of Connecticut, 196 Auditorium Road, U Box 120, 06269, Storrs, CT, USA

    N. Mukhopadhyay

  2. Department of Mathematics, Monash University, 3168, Clayton, Victoria, Australia

    A. R. Padmanabhan

Authors
  1. N. Mukhopadhyay
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  2. A. R. Padmanabhan
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Mukhopadhyay, N., Padmanabhan, A.R. A note on three-stage confidence intervals for the difference of locations: The exponential case. Metrika 40, 121–128 (1993). https://doi.org/10.1007/BF02613670

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  • DOI: https://doi.org/10.1007/BF02613670

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