Sequential Estimation of the Mean Survival Time of the Two-Parameter Exponential Distribution

摘要

The problem of fixed-width Confidence Interval for the mean survival time is considered. Sequential procedures are adopted based on the maximum likelihood estimators (MLE) and uniform minimum variance unbiased estimators (UMVUE) of the scale parameter. A comparative study of the two sequential procedures is done and second-order approximations are obtained and they are proved to be 'asymptotically efficient and consistent.'