Abstract

A two-sided conditional confidence interval for the parameter of an exponential probability distribution is constructed. The construction relies on a decision following a preliminary test of significance for the equality of two exponential population means. The coverage probability, the expected length together with the coefficient of variation of this interval are studied. A shrinkage version of the interval is also proposed. Furthermore, a numerical study on the accuracy of the interval estimator is performed.

Keywords: Exponential distribution, interval estimator, coverage probability, expected length, shrinkage estimator, simulation.

MSC: 62H12, 62H15

Pages:  27--45     

Volume  52 ,  Issue  1$-$2 ,  2000