Alternative confidence interval estimation for the mean and coefficient of variation in a two-parameter exponential distribution

This paper presents interval estimation for the population mean and coefficient of variation in a two-parameter exponential distribution. The new generalized pivot, profile likelihood function and likelihood ratio statistic are derived and used to construct the confidence intervals. A highlight of this paper is that the generalized and likelihood ratio confidence intervals for the mean and coefficient of variation perform well in terms of coverage probability in many cases. Finally, two real-data applications on the air pollution of particulate matter (PM2.5) and the renewable energy through wind power of Thailand are used for illustration purposes.