Higher order approximations by a two-stage procedure for a negative exponential distribution

This paper deals with the problem of fixed-width confidence interval estimation of the location μ of a negative exponential distribution with unknown scale σ . Suppose we have information on the scale parameter σ such that σ > σ L where σ L ( > 0 ) is known to the experimenter from past experiences. We propose a two-stage procedure and provide higher order asymptotic expansions of the expected sample size and the coverage probability.