Fixed width confidence interval for the parameter of U(aθ, bθ) distribution ^*

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