On estimating the difference of location parameters of two negative exponential distributions |
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| Authors: | Nitis Mukhopadhyay Hosny I. Hamdy |
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| Affiliation: | 1. Department of Statistics & Statistical Laboratory Oklahoma State University 301 Mathematical Sciences Building Stillwater, Oklahoma 74078, U.S.A.;2. Department of Statistics & Statistical Laboratory Oklahoma State University 301 Mathematical Sciences Building Stillwater, Oklahoma 74078, U.S.A. Now at Kuwait University. |
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| Abstract: | Fixed-width confidence intervals for the difference of location parameters of two negative-exponential distributions have been constructed through two-stage and purely sequential schemes. The two cases when the scale parameters are equal but unknown, and unequal but unknown, have been dealt with separately. Our two-stage procedures guarantee the exact confidence coefficient to be at least the nominal prescribed level. Various second-order expansions are also considered when sequential procedures are proposed. It is noted that no new tables are needed to implement these procedures in practice. |
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| Keywords: | Fixed-width confidence intervals Behrens-Fisher situation first- and second-order efficiency two-stage procedures sequential procedures asymptotics |
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