Fixed width confidence interval for the parameter of $U (a\theta , b\theta)$ distribution

Abstract

In the literature, an extensive work on sequential fixed width confidence intervals for the parameter  $\theta$ of the $U (0,\theta)$ distribution is available. In this article, we propose a sequential fixed width $ ( 1 - \alpha)$ level  confidence interval for $\theta$ of $U (a\theta ,b\theta)$ distribution,  where $0<a<b$ are increasing and known. Further we obtain the average sample number (ASN) function of the proposed procedure.