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On estimating the difference of location parameters of two negative exponential distributions. (English) Zbl 0543.62061
This paper is concerned with the problem of constructing two-stage and sequential fixed-width confidence intervals for the difference of location parameters in two negative-exponential distributions. First, the case of equal but unknown scale parameter is discussed and two-stage procedures along the lines of the first author, Metrika 27, 281-284 (1980; Zbl 0449.62028), and a pure sequential procedure are proposed. Then, two-stage and sequential procedures are derived for the case of unequal and unknown scale parameters. The asymptotic properties of the proposed sequential procedures are derived.
Reviewer: K.Uosaki

MSC:
62L12 Sequential estimation
62F12 Asymptotic properties of parametric estimators
62F10 Point estimation
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