On the classes of two-stage procedures to construct fixed-width confidenceregions

For the model considered by Chaturvedi and Gupta (1995), first of an, we de velop a class of 'routine-type' two-stage procedures to construct fixed-wid th confidence region (which may be interval, ellipsoidal or spherical) for the parameter(s) of interest. The drawbacks of this 'routine-type' two-stag e procedure, over other multi-stage procedures, are discussed. In order to remove these drawbacks, along the lines of Takada (1993) and Kumar and Chat urvedi (1993), an 'improved' class of two-stage procedures is proposed. The exact and asymptotic properties of the two classes are studied. By means o f examples, we illustrate that many estimation problems fall under our set- up.