Interval Estimations of the Two-Parameter Exponential Distribution

Table 4

Average width of the confidence interval for 𝜎.

Method	Confidence level
	90%	95%	99%
𝑟	0.6180	0.7714	0.1.1372
𝑟^∗	0.6529	0.8160	1.2064
exact	0.6530	0.8161	1.2065