Multi-stage estimation of the common location parameter of several exponential distributions

Abstract

The problem of constructing a confidence interval of ‘preassigned width and coverage probability’ considered by Costanza/ Hamdy and Son(1986) is further analyzed. Several multi-stage estimation procedures [ like, purely sequential, accelerated sequential and three-stage procedures ] are utilized to deal with the same estimation problem. The relative advantages and disadvantages of these procedures are discussed.

Keywords:

• Negative exponential distribution
• interval estimation
• multi-stage procedures