Abstract: Let be a positive, real-valued and
three-times continuously differentiable function defined on We consider the problem of deriving
a fixed-width confidence interval for of scale parameters, and from two exponential populations.
We propose a fully sequential procedure and construct a sequential confidence
interval. The asymptotic consistency of the sequential procedure is shown and a
second-order approximation of the expected sample size is also given. An example
of and simulation results are
provided.
