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

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 (6.41);

(ii) for ξ.