International Journal of Mathematics and Mathematical Sciences
Volume 18 (1995), Issue 2, Pages 383-390

Sequential point and interval estimation of scale parameter of exponential distribution

Z. Govindarajulu

University of Kentucky, Lexington, Kentucky, USA

Received 13 January 1993

Copyright © 1995 Z. Govindarajulu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


Sequential fixed-width confidence intervals are obtained for the scale parameter σ when the location parameter θ of the negative exponential distribution is unknown. Exact expressions for the stopping time and the confidence coefficient associated with the sequential fixed-width interval are derived. Also derived is the exact expression for the stopping time of sequential point estimation with quadratic loss and linear cost. These are numerically evaluated for certain nominal confidence coefficients, widths of the interval and cost functions, and are compared with the second order asymptotic expressions.