Higher order approximations by a two-stage procedure for a negative exponential distribution

摘要

This paper deals with the problem of fixed-width confidence interval estimation of the location γ of a negative exponential distribution with unknown scale σ Suppose we have information on the scale parameter σ such that σ>σ_L where σ_L(>0) is known to the experimenter from past experiences. We propose a two-stage procedure and provide higher order asymptotic expansions of the expected sample size and the coverage probability.