Fixed-width interval estimation of the largest location of k negative exponential populations

Abstract

We consider k (≥ 2) negative exponential populations having unknown locations θ₁,...,θ_k, but unknown and equal scale parameter σ. We look at the problem of constructing fixed-width confidence intervals for having the confidence coefficient at least or approximately α which is preassigned. We present various two-stage, sequential and three-stage sampling techniques and discuss several exact and first- as well as second-order asymptotic properties.

Keywords:

• unknown scale parameters
• two-stage
• modified two-stage
• sequential
• triple sampling
• first-order asymptotics
• second-order asymptotics