Two-Stage and Sequential Estimation of the Scale Parameter of a Gamma Distribution with Fixed-Width Intervals.

Two-stage and sequential procedures are developed for fixed-width interval estimation of the parameter β in a gamma distribution G(α, β) when α is known. Exact properties are obtained for the two-stage procedure and some asymptotics and approximations are given for the operating characteristics of the sequential procedure and some numerical computations are included. [ABSTRACT FROM AUTHOR]