Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals

Abstract

Two-stage and sequential procedures are developed for fixed-width interval estimation of the parameter β in a gamma distribution G(α, β) when α is known. Exact properties are obtained for the two-stage procedure and some asymptotics and approximations are given for the operating characteristics of the sequential procedure and some numerical computations are included.

Keywords:

• Confidence intervals
• Coverage probability
• Distribution
• Fixed-width
• Gamma
• Sequential
• Stopping time
• Two-stage

Subject Classifications:

• 62L12
• 62L99

ACKNOWLEDGMENTS

We are grateful to the referee for careful reading and valuable comments to help improve the presentation. The authors are also thankful to the Editor, Professor Nitis Mukhopadhyay, for his constructive comments.

Notes

S.E..

Recommended by N. Mukhopadhyay