Fixed width confidence intervals for the location parameter of an exponential distribution
Jan W. H. Swanepoel, J.W.J. Van Wyk · Communication in Statistics- Theory and Methods · 1982
We study confidence intervals of prescribed width for the lo-cation parameter of an exponential distribution. Asymptotic expan-sions up to terms tending to zero are obtained for the coverage probability and expected sample size. The limiting distribution of the sample size is given from which an asymptotic expression for the variance of the sample size is deduced. Sequential procedures with non-asymptotic coverage probability are also investigated