Abstract: We consider the
problem of fixed-width confidence interval estimation of the location mof a negative exponential distribution with unknown
scale s. We assume thatwhere is known to the experimenter from
past experiences. We propose a modified two-stage procedure which is shown to
enjoy the second-order properties together with exact consistency property. We
also provide the second-order asymptotic expansion of the coverage probability.
Furthermore, some simulation results are given.
