Far East Journal of Theoretical Statistics
Volume 29, Issue 2, Pages 221 - 236
(November 2009)
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A TWO-STAGE PROCEDURE FOR THE LOCATION OF A NEGATIVE EXPONENTIAL DISTRIBUTION AND SECOND-ORDER PROPERTIES
Eiichi Isogai (Japan) and Kana Kobayashi (Japan)
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where
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.