Two-Stage Estimation Procedure for the Parameter of U ( θ,m θ ) Distribution

Abstract

Abtsrcat

In the literature, an extensive work on sequential fixed width confidence interval (CI) for the parameter of U(0, θ) model is available. In this article we propose a two-stage fixed width (1 − α) level sequential CI for the parameter θ of U(θ,mθ) distribution, where m > 1 is known, based on the large-sample approximation of coverage probability.