Conditional Interval Estimation of the Exponential Scale Parameter Following Rejection of a Preliminary Test
P. Chiou and C.-P. Han (1994). Conditional Interval Estimation of the Exponential Scale Parameter Following Rejection of a Preliminary Test. Journal of Statistical Research, Vol. 28, No. 1-2, pp. 65-72.
Abstract
The conditional confidence interval for the scale parameter of an exponential distribution following a preliminary test is investigated. The conditional confidence interval may be shorter than the unconditional interval in contrast to the findings for the mean of a normal distribution by Meeks and D'Agostino (1983). The conditional coverage probability of the unconditional confidence interval, which is obtained by computing the coverage probability under the conditional probability density function, is shown not to be uniformly greater than or less than the nominal level.
