Abstract
In this paper we consider sequential fixed-width confidence interval estimation for a parameter τ = aµ + bσ with a and b being given constants when the location parameter µ and the scale parameter σ of the negative exponential distribution are unknown. We investigate the rate of convergence of the coverage probability for fixed-width sequential confidence intervals of τ.
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Hirose, K., Isogai, E. & Uno, C. The Convergence Rate of Fixed-Width Sequential Confidence Intervals for a Parameter of an Exponential Distribution. Annals of the Institute of Statistical Mathematics 49, 199–209 (1997). https://doi.org/10.1023/A:1003121726848
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DOI: https://doi.org/10.1023/A:1003121726848