###
THE CONVERGENCE RATE OF FIXED-WIDTH SEQUENTIAL

CONFIDENCE INTERVALS FOR A PARAMETER OF

AN EXPONENTIAL DISTRIBUTION

###
KEIICHI HIROSE^{ 1},
EIICHI ISOGAI^{ 2} AND
CHIKARA UNO^{ 1}

^{1} *Graduate School of Science and
Technology, Niigata University,*

8050 Ikarashi 2-cho, Niigata 950-21, Japan

^{2} *Department of Mathematics, Niigata
University, 8050 Ikarashi 2-cho, Niigata 950-21, Japan*
(Received February 26, 1996; revised June 10, 1996)

**Abstract.**
In this paper we consider sequential
fixed-width confidence interval estimation for a parameter
*theta* = *a* *mu*+*b* *sigma* with *a* and *b* being given constants
when the location parameter *mu* and the scale parameter
*sigma* of the negative exponential distribution are unknown.
We investigate the rate of convergence of the coverage
probability for fixed-width sequential confidence intervals of
*theta* .

*Key words and phrases*: Two-parameter exponential,
sequential confidence intervals, coverage probability,
convergence rate.

**Source**
( TeX ,
DVI ,
PS )