Two stage fixed width confidence intervals for the common location parameter of several exponential distributins

Two stage sampling schemes are introduced for use in estimating the common location parameter (guarantee time) of two or more exponential distributions with a confidence interval of prespecified width whose coverage probability is at least a given nominal value. Exact expressions for all moments of order r ≥ 1 of the associated two stage sample sizes and for the actual coverage probabilities are derived. The performance of the procedures in a variety of two population, moderate fixed sample size cases is examined via numerical studies involving both exact calculations and Monte Carlo simulations. No new tables are needed to implement any of the proposed methods. A modified two stage procedure is recommended for practical use