Let X1,..., Xn be a sample from the exponential distribution E(, ). With respect to the transformations

Let X1,..., Xn be a sample from the exponential distribution E(ξ, σ). With respect to the transformations X i = bXi + a determine the smallest equivariant confidence sets

(i) for σ, both when size is defined by Lebesgue measure and by the equivariant measure (6.44);

(ii) for ξ.