Methods for interval estimation and hypothesis

testing about the ratio of expected lifetimes of two independently

distributed two-parameter exponential distribution based on the

concept of generalized variable approach are proposed. As assessed

by simulation, the coverage probabilities of the proposed approach

are found to be very close to the nominal level even for small

samples. The proposed new approaches are conceptually simple and are

easy to use. Similar procedures are developed for constructing

confidence intervals and hypothesis testing about the difference

between means of two independent two-parameter exponential

distribution.