Fixed Width Confidence Interval for the Parameter of U(θ, mθ) Distribution

Abstract

In the literature, sequential fixed width confidence intervals for the parameter θ of U(0, θ) distribution have been obtained. Here, the upper limit depends on the parameter. In this article, we propose a sequential fixed width (1 − α) level confidence interval for θ of U(θ, mθ) distribution, m (>1) a known fixed constant.

Keywords:

• Average sample number (ASN)
• Noncoverage probability
• Sequential procedure

Mathematics Subject Classification:

• Primary 62L12
• Secondary 62F25

Acknowledgment

We are grateful to anonymous referee and the Associate Editor for their comments, which helped improve the presentation and the content of the article.