The Exact Distributions of the Stopping Times and Their Functional in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter

摘要

The asymptotic properties of two-stage and sequential procedures for fixed-width, 2δ, confidence interval estimation of the mean β of an exponential distribution are well known. In the present paper we derive the exact operating characteristics of these procedures for any given δ > 0. The methodology is similar to that of Zacks and Mukhopadhyay (2005, 2006). The results are, however, more explicit.