A Purely Sequential Estimation Procedure for the Parameter of U(θ,mθ) Distribution

Abtsrcat

In the literature, an extensive work on sequential fixed width confidence interval (CI) for the parameter of U(0, θ) model is available. In this article we propose a fixed width (1-) level sequential CI for the parameter θ of U(θ, mθ) distribution, where m > 1 is known, based on the large-sample approximation of coverage probability.