Let Xi j (j = 1,..., ni; i = 1,...,s) be samples from the exponential distribution E(i,

Let Xi j (j = 1,..., ni; i = 1,...,s) be samples from the exponential distribution E(ξi, σ). Determine the smallest equivariant confidence sets for

(ξ1,..., ξr) with respect to the group X i j = bXi j + ai .

Section 6.13