Interval Estimation for Symmetric and Asymmetric Exponential Power Distribution Parameters

In point estimation of the value of a parameter, especially when the estimatorunder consideration has a probability density function, then the limit that the expectedvalue of the estimator actually equaled the value of the parameter being estimatedwill tend towards zero for the estimator to be asymptotically unbiased. hence, someinterval about a point estimate needs to be included to accommodate for the regionof an unbiased estimate. but in several occurrences when the random variable is notnormally distributed as is common in practice; then the interval estimated for thelocation and scale parameters may be too wide to give the desired assurance. in thisstudy, we have obtained some results on the confidence procedure for the location andscale parameters for symmetric and asymmetric exponential power distribution whichis robust in the case of skewness or cases alike: tail heavier; and or thinner than thenormal distribution using pivotal quantities approach, and on the basis of a randomsample of fixed size n. some simulation studies and applications are also examined.